• FirefoxTry Yahoo Finance on Firefox »
  •  Dow Up0.91% Nasdaq Up0.81%

    WBI Tactical DG No Load (WBIDX)

    10.07 Up 0.08(0.80%) Sep 30

    Risk as of Aug 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up2
    Number of Years Down3
    Best 1 Yr Total Return(Dec 30, 2013):20.09%
    Worst 1 Yr Total Return(Dec 30, 2015):-10.23%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-7.46-2.31
    Beta (against Standard Index)1.160.88
    Mean Annual Return-0.020.27
    R-squared (against Standard Index)73.6867.22
    Standard Deviation9.237.57
    Sharpe Ratio-0.040.43
    Treynor Ratio-0.693.78
    5 Years
    Alpha (against Standard Index)-5.06-2.32
    Beta (against Standard Index)1.340.87
    Mean Annual Return0.390.34
    R-squared (against Standard Index)81.6371.66
    Standard Deviation11.397.90
    Sharpe Ratio0.410.53
    Treynor Ratio3.041.17
    10 Years
    Alpha (against Standard Index)N/A-1.43
    Beta (against Standard Index)N/A0.86
    Mean Annual ReturnN/A0.34
    R-squared (against Standard Index)N/A76.91
    Standard DeviationN/A9.70
    Sharpe RatioN/A0.37
    Treynor RatioN/A4.13