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    Wye Investment (IE0005080654.IR)

    138.00 Down 1.00(0.72%) Feb 3

    Risk as of Dec 30, 2015Get 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)0.07-1.62
    Beta (against Standard Index)0.990.89
    Mean Annual Return0.840.62
    R-squared (against Standard Index)84.3177.35
    Standard Deviation8.778.28
    Sharpe Ratio1.100.74
    Treynor Ratio9.7940.98
    5 Years
    Alpha (against Standard Index)-2.08-2.22
    Beta (against Standard Index)1.020.98
    Mean Annual Return0.500.47
    R-squared (against Standard Index)80.6574.46
    Standard Deviation8.918.97
    Sharpe Ratio0.610.57
    Treynor Ratio5.134.97
    10 Years
    Alpha (against Standard Index)0.18-1.19
    Beta (against Standard Index)0.930.94
    Mean Annual Return0.580.47
    R-squared (against Standard Index)79.7776.89
    Standard Deviation11.3811.68
    Sharpe Ratio0.430.31
    Treynor Ratio4.813.34