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Waddell & Reed Vanguard A (UNVGX)
On
Dec 4
:
7.00
0.03
(0.43%)
MORE ON UNVGX
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Research Reports
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)
:
27.90%
Worst 1 Yr Total Return
(2008)
:
-39.51%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
UNVGX
Category
Alpha (against Standard Index)
3.60
2.45
Beta (against Standard Index)
0.91
1.00
Mean Annual Return
-2.89
-0.24
R-squared (against Standard Index)
85
88.47
Standard Deviation
19.34
20.84
Sharpe Ratio
-0.18
N/A
Treynor Ratio
-5.82
N/A
5 Years
Statistic
UNVGX
Category
Alpha (against Standard Index)
2.18
0.94
Beta (against Standard Index)
0.91
1.01
Mean Annual Return
2.60
0.21
R-squared (against Standard Index)
79
86.37
Standard Deviation
16.39
17.46
Sharpe Ratio
0.06
N/A
Treynor Ratio
-0.46
N/A
10 Years
Statistic
UNVGX
Category
Alpha (against Standard Index)
1.95
0.18
Beta (against Standard Index)
0.97
1.04
Mean Annual Return
0.61
0.04
R-squared (against Standard Index)
69
78.62
Standard Deviation
18.81
19.22
Sharpe Ratio
-0.03
N/A
Treynor Ratio
-2.44
N/A
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