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Waddell & Reed Small Cap A (UNSAX)
On
Dec 4
:
10.94
0.21
(1.96%)
MORE ON UNSAX
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Research Reports
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
(2004)
:
13.26%
Worst 1 Yr Total Return
(2008)
:
-37.71%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
UNSAX
Category
Alpha (against Standard Index)
5.43
1.71
Beta (against Standard Index)
1.08
1.15
Mean Annual Return
-3.03
-0.40
R-squared (against Standard Index)
86
85.55
Standard Deviation
22.64
24.28
Sharpe Ratio
-0.13
N/A
Treynor Ratio
-5.06
N/A
5 Years
Statistic
UNSAX
Category
Alpha (against Standard Index)
3.00
1.12
Beta (against Standard Index)
1.11
1.19
Mean Annual Return
2.60
0.21
R-squared (against Standard Index)
82
81.02
Standard Deviation
19.45
21.15
Sharpe Ratio
0.08
N/A
Treynor Ratio
-0.38
N/A
10 Years
Statistic
UNSAX
Category
Alpha (against Standard Index)
6.15
5.25
Beta (against Standard Index)
0.96
1.18
Mean Annual Return
4.65
0.43
R-squared (against Standard Index)
57
56.73
Standard Deviation
20.39
25.52
Sharpe Ratio
0.18
N/A
Treynor Ratio
1.75
N/A
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