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    Wye Investment (IE0005080654.IR)

    154.00 Up 1.00(0.65%) Jul 27

    Risk as of Apr 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up11
    Number of Years Down4
    Best 1 Yr Total Return(Dec 30, 2005):24.14%
    Worst 1 Yr Total Return(Dec 30, 2002):-25.41%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-0.84-2.08
    Beta (against Standard Index)0.960.74
    Mean Annual Return0.520.49
    R-squared (against Standard Index)79.8361.71
    Standard Deviation8.328.11
    Sharpe Ratio0.680.68
    Treynor Ratio5.756.94
    5 Years
    Alpha (against Standard Index)-1.96-2.83
    Beta (against Standard Index)1.020.90
    Mean Annual Return0.530.50
    R-squared (against Standard Index)81.1666.97
    Standard Deviation9.049.37
    Sharpe Ratio0.640.59
    Treynor Ratio5.395.77
    10 Years
    Alpha (against Standard Index)-0.88-2.20
    Beta (against Standard Index)0.930.91
    Mean Annual Return0.500.47
    R-squared (against Standard Index)80.9574.03
    Standard Deviation11.3411.61
    Sharpe Ratio0.350.33
    Treynor Ratio3.783.62