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    Wye Investment (IE0005080654.IR)

    142.00 Down 5.00(3.40%) Jul 1

    Risk as of May 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up10
    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
    StatisticIE0005080654.IRCategory
    Alpha (against Standard Index)-0.070.62
    Beta (against Standard Index)1.010.84
    Mean Annual Return1.110.99
    R-squared (against Standard Index)78.1268.87
    Standard Deviation7.556.74
    Sharpe Ratio1.701.70
    Treynor Ratio13.2413.08
    5 Years
    StatisticIE0005080654.IRCategory
    Alpha (against Standard Index)-2.13-1.20
    Beta (against Standard Index)1.110.98
    Mean Annual Return0.770.74
    R-squared (against Standard Index)80.9273.72
    Standard Deviation9.699.02
    Sharpe Ratio0.900.94
    Treynor Ratio7.758.65
    10 Years
    StatisticIE0005080654.IRCategory
    Alpha (against Standard Index)0.59-0.91
    Beta (against Standard Index)0.940.94
    Mean Annual Return0.750.63
    R-squared (against Standard Index)79.2876.80
    Standard Deviation11.4811.69
    Sharpe Ratio0.580.45
    Treynor Ratio6.825.18