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Wednesday, December 23, 2009, 7:17PM ET - U.S. Markets Closed.
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USAA World Growth (USAWX)
On
Dec 23
:
16.88
0.08
(0.48%)
MORE ON USAWX
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Risk
As of 30-Nov-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
(2006)
:
23.96%
Worst 1 Yr Total Return
(2008)
:
-34.00%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
USAWX
Category
Alpha (against Standard Index)
1.87
0.27
Beta (against Standard Index)
0.81
0.91
Mean Annual Return
-1.96
-0.17
R-squared (against Standard Index)
92
90.08
Standard Deviation
20.19
22.93
Sharpe Ratio
-0.11
N/A
Treynor Ratio
-5.22
N/A
5 Years
Statistic
USAWX
Category
Alpha (against Standard Index)
1.01
-0.86
Beta (against Standard Index)
0.79
0.90
Mean Annual Return
5.19
0.41
R-squared (against Standard Index)
91
88.40
Standard Deviation
16.33
18.93
Sharpe Ratio
0.21
N/A
Treynor Ratio
2.77
N/A
10 Years
Statistic
USAWX
Category
Alpha (against Standard Index)
0.12
0.53
Beta (against Standard Index)
0.86
0.92
Mean Annual Return
2.26
0.33
R-squared (against Standard Index)
90
79.83
Standard Deviation
16.22
18.84
Sharpe Ratio
0.04
N/A
Treynor Ratio
-0.79
N/A
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