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Waddell & Reed Continental Inc A (UNCIX)
On
Dec 7
:
7.46
0.02
(0.27%)
MORE ON UNCIX
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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)
:
12.90%
Worst 1 Yr Total Return
(2008)
:
-19.48%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
UNCIX
Category
Alpha (against Standard Index)
-0.67
-2.88
Beta (against Standard Index)
0.83
1.08
Mean Annual Return
0.21
-0.13
R-squared (against Standard Index)
91
93.44
Standard Deviation
11.45
14.69
Sharpe Ratio
-0.13
N/A
Treynor Ratio
-2.67
N/A
5 Years
Statistic
UNCIX
Category
Alpha (against Standard Index)
-0.49
-2.47
Beta (against Standard Index)
0.83
1.06
Mean Annual Return
3.91
0.23
R-squared (against Standard Index)
90
92.52
Standard Deviation
9.45
11.89
Sharpe Ratio
0.14
N/A
Treynor Ratio
1.07
N/A
10 Years
Statistic
UNCIX
Category
Alpha (against Standard Index)
-1.17
-2.17
Beta (against Standard Index)
0.87
1.05
Mean Annual Return
3.32
0.26
R-squared (against Standard Index)
89
86.72
Standard Deviation
9.14
11.31
Sharpe Ratio
0.08
N/A
Treynor Ratio
0.41
N/A
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