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Threadneedle Intl Opportunity B (IWWGX)
On
Dec 1
:
8.04
0.24
(3.08%)
MORE ON IWWGX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
22.89%
Worst 1 Yr Total Return
(2008)
:
-41.19%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
IWWGX
Category
Alpha (against Standard Index)
-1.82
-0.52
Beta (against Standard Index)
0.91
1.01
Mean Annual Return
-6.11
-0.25
R-squared (against Standard Index)
96
96.20
Standard Deviation
22.21
24.79
Sharpe Ratio
-0.28
N/A
Treynor Ratio
-9.41
N/A
5 Years
Statistic
IWWGX
Category
Alpha (against Standard Index)
-1.26
-0.43
Beta (against Standard Index)
0.93
1.01
Mean Annual Return
3.71
0.55
R-squared (against Standard Index)
95
95.85
Standard Deviation
18.79
20.52
Sharpe Ratio
0.13
N/A
Treynor Ratio
0.74
N/A
10 Years
Statistic
IWWGX
Category
Alpha (against Standard Index)
-3.98
-0.03
Beta (against Standard Index)
0.99
1.01
Mean Annual Return
-2.03
0.31
R-squared (against Standard Index)
93
92.22
Standard Deviation
18.51
19.09
Sharpe Ratio
-0.18
N/A
Treynor Ratio
-5.06
N/A
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