Brown Advisory Small-Cap Fundamental Value Fund

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 14.51
Mean 1.41
Sharpe Ratio 1.16
Bear Market Decile Rank 9

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
R-Squared 83.6
Beta 1.06
Alpha 1.79

See Also:

Top Brown Advisory Funds Funds