Brown Advisory Small-Cap Fundamental Value Fund

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 14.4
Mean 1.37
Sharpe Ratio 1.14
Bear Market Decile Rank 9

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
S&P 500 TR USD
Best Fit Index
R-Squared 85.23
Beta 1.08
Alpha -1.12

See Also:

Top Brown Advisory Funds Funds