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Waddell & Reed Asset Strategy A (UNASX)
On
Nov 27
:
8.53
0.33
(3.72%)
MORE ON UNASX
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Risk
As of 31-Oct-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
(2007)
:
43.61%
Worst 1 Yr Total Return
(2008)
:
-25.93%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
UNASX
Category
Alpha (against Standard Index)
9.09
-0.32
Beta (against Standard Index)
0.81
1.12
Mean Annual Return
9.86
0.08
R-squared (against Standard Index)
46
86.73
Standard Deviation
15.66
15.87
Sharpe Ratio
0.53
N/A
Treynor Ratio
9.22
N/A
5 Years
Statistic
UNASX
Category
Alpha (against Standard Index)
10.30
0.84
Beta (against Standard Index)
0.93
1.15
Mean Annual Return
15.14
0.53
R-squared (against Standard Index)
44
86.42
Standard Deviation
15.03
13.37
Sharpe Ratio
0.82
N/A
Treynor Ratio
13.08
N/A
10 Years
Statistic
UNASX
Category
Alpha (against Standard Index)
7.08
1.26
Beta (against Standard Index)
0.76
1.08
Mean Annual Return
11.49
0.55
R-squared (against Standard Index)
36
78.57
Standard Deviation
12.55
12.17
Sharpe Ratio
0.70
N/A
Treynor Ratio
11.23
N/A
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