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Westcore Select Retail (WTSLX)

21.86 Up 0.22(1.02%) Jul 22

Risk as of Jun 29, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:5
Number of Years Up10
Number of Years Down6
Best 1 Yr Total Return(Dec 30, 2013):45.84%
Worst 1 Yr Total Return(Dec 30, 2008):-34.35%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)-9.23-3.22
Beta (against Standard Index)1.101.03
Mean Annual Return0.300.73
R-squared (against Standard Index)59.0874.64
Standard Deviation16.1513.45
Sharpe Ratio0.220.66
Treynor Ratio2.098.03
5 Years
Alpha (against Standard Index)-15.80-4.96
Beta (against Standard Index)1.301.13
Mean Annual Return0.010.73
R-squared (against Standard Index)73.9381.76
Standard Deviation18.3315.12
Sharpe Ratio0.000.59
Treynor Ratio-1.307.09
10 Years
Alpha (against Standard Index)-3.09-0.72
Beta (against Standard Index)1.141.08
Mean Annual Return0.520.69
R-squared (against Standard Index)78.7483.15
Standard Deviation19.5718.15
Sharpe Ratio0.270.40
Treynor Ratio3.085.44