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    Wye Investment (IE0005080654.IR)

    140.00 Up 2.00(1.45%) Jan 21

    Risk as of Dec 30, 2014Get 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)-2.04-1.58
    Beta (against Standard Index)1.090.94
    Mean Annual Return0.940.83
    R-squared (against Standard Index)81.5273.28
    Standard Deviation8.447.72
    Sharpe Ratio1.271.24
    Treynor Ratio10.0310.43
    5 Years
    Alpha (against Standard Index)-2.85-2.37
    Beta (against Standard Index)1.131.00
    Mean Annual Return0.700.64
    R-squared (against Standard Index)84.8377.02
    Standard Deviation10.489.77
    Sharpe Ratio0.750.74
    Treynor Ratio6.747.07
    10 Years
    Alpha (against Standard Index)0.25-1.12
    Beta (against Standard Index)0.940.95
    Mean Annual Return0.710.60
    R-squared (against Standard Index)79.6076.85
    Standard Deviation11.5611.84
    Sharpe Ratio0.520.40
    Treynor Ratio6.084.57