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Thomas White International (TWWDX)
On
Dec 24
:
15.54
0.11
(0.71%)
MORE ON TWWDX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
31.80%
Worst 1 Yr Total Return
(2008)
:
-43.43%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
TWWDX
Category
Alpha (against Standard Index)
3.10
-0.21
Beta (against Standard Index)
1.03
1.01
Mean Annual Return
-2.95
-0.25
R-squared (against Standard Index)
95
95.18
Standard Deviation
25.14
24.76
Sharpe Ratio
-0.08
N/A
Treynor Ratio
-5.09
N/A
5 Years
Statistic
TWWDX
Category
Alpha (against Standard Index)
4.38
-0.52
Beta (against Standard Index)
1.05
1.00
Mean Annual Return
8.59
0.46
R-squared (against Standard Index)
95
94.69
Standard Deviation
21.23
20.25
Sharpe Ratio
0.36
N/A
Treynor Ratio
5.33
N/A
10 Years
Statistic
TWWDX
Category
Alpha (against Standard Index)
3.23
2.00
Beta (against Standard Index)
1.02
0.98
Mean Annual Return
5.09
0.46
R-squared (against Standard Index)
94
92.23
Standard Deviation
18.82
18.46
Sharpe Ratio
0.21
N/A
Treynor Ratio
2.13
N/A
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