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    Walden Equity (WSEFX)

    18.58 Down 0.15(0.80%) Sep 29

    Risk as of Aug 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:2
    Number of Years Up12
    Number of Years Down4
    Best 1 Yr Total Return(Dec 30, 2013):30.08%
    Worst 1 Yr Total Return(Dec 30, 2008):-31.35%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-1.39-2.06
    Beta (against Standard Index)0.951.00
    Mean Annual Return0.860.85
    R-squared (against Standard Index)96.5293.46
    Standard Deviation10.5711.26
    Sharpe Ratio0.960.90
    Treynor Ratio10.589.99
    5 Years
    Alpha (against Standard Index)-1.85-1.85
    Beta (against Standard Index)0.971.02
    Mean Annual Return1.011.08
    R-squared (against Standard Index)96.4994.56
    Standard Deviation11.5412.33
    Sharpe Ratio1.041.05
    Treynor Ratio12.4212.60
    10 Years
    Alpha (against Standard Index)0.39-0.80
    Beta (against Standard Index)0.921.00
    Mean Annual Return0.680.64
    R-squared (against Standard Index)96.8595.42
    Standard Deviation14.2115.71
    Sharpe Ratio0.520.44
    Treynor Ratio7.155.77