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    Wye Investment (IE0005080654.IR)

    145.00 Up 4.00(2.84%) Jul 22

    Risk as of Jun 29, 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
    Alpha (against Standard Index)-0.130.57
    Beta (against Standard Index)1.020.85
    Mean Annual Return0.930.84
    R-squared (against Standard Index)81.6473.24
    Standard Deviation8.237.29
    Sharpe Ratio1.301.33
    Treynor Ratio10.7126.68
    5 Years
    Alpha (against Standard Index)-2.30-1.69
    Beta (against Standard Index)1.111.00
    Mean Annual Return0.760.72
    R-squared (against Standard Index)81.3375.58
    Standard Deviation9.769.13
    Sharpe Ratio0.880.89
    Treynor Ratio7.568.06
    10 Years
    Alpha (against Standard Index)0.53-0.92
    Beta (against Standard Index)0.940.94
    Mean Annual Return0.700.57
    R-squared (against Standard Index)79.6477.03
    Standard Deviation11.5911.76
    Sharpe Ratio0.520.40
    Treynor Ratio6.044.44