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Waddell & Reed International Gr A (UNCGX)
On
Dec 1
:
8.56
0.26
(3.13%)
MORE ON UNCGX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Low
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
22.38%
Worst 1 Yr Total Return
(2008)
:
-40.73%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
UNCGX
Category
Alpha (against Standard Index)
1.91
1.02
Beta (against Standard Index)
0.89
1.03
Mean Annual Return
-2.37
-0.13
R-squared (against Standard Index)
95
94.34
Standard Deviation
21.90
25.50
Sharpe Ratio
-0.11
N/A
Treynor Ratio
-5.38
N/A
5 Years
Statistic
UNCGX
Category
Alpha (against Standard Index)
1.35
0.06
Beta (against Standard Index)
0.91
1.03
Mean Annual Return
6.42
0.60
R-squared (against Standard Index)
94
94.19
Standard Deviation
18.58
21.01
Sharpe Ratio
0.27
N/A
Treynor Ratio
3.74
N/A
10 Years
Statistic
UNCGX
Category
Alpha (against Standard Index)
-1.22
0.47
Beta (against Standard Index)
0.92
1.06
Mean Annual Return
0.71
0.35
R-squared (against Standard Index)
81
85.14
Standard Deviation
18.42
20.88
Sharpe Ratio
-0.03
N/A
Treynor Ratio
-2.45
N/A
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