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Waddell & Reed Accumulative A (UNACX)
On
Dec 8
:
6.33
0.06
(0.94%)
MORE ON UNACX
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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
(2007)
:
13.94%
Worst 1 Yr Total Return
(2008)
:
-39.80%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
UNACX
Category
Alpha (against Standard Index)
1.97
2.45
Beta (against Standard Index)
1.00
1.00
Mean Annual Return
-5.37
-0.24
R-squared (against Standard Index)
92
88.47
Standard Deviation
20.45
20.84
Sharpe Ratio
-0.28
N/A
Treynor Ratio
-7.75
N/A
5 Years
Statistic
UNACX
Category
Alpha (against Standard Index)
1.36
0.94
Beta (against Standard Index)
1.01
1.01
Mean Annual Return
1.56
0.21
R-squared (against Standard Index)
91
86.37
Standard Deviation
16.77
17.46
Sharpe Ratio
0.00
N/A
Treynor Ratio
-1.46
N/A
10 Years
Statistic
UNACX
Category
Alpha (against Standard Index)
2.10
0.18
Beta (against Standard Index)
0.85
1.04
Mean Annual Return
1.65
0.04
R-squared (against Standard Index)
78
78.62
Standard Deviation
15.49
19.22
Sharpe Ratio
-0.01
N/A
Treynor Ratio
-1.56
N/A
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