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USAA Growth & Income (USGRX)
On
Dec 24
:
13.23
0.06
(0.46%)
MORE ON USGRX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
10.66%
Worst 1 Yr Total Return
(2008)
:
-41.46%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
USGRX
Category
Alpha (against Standard Index)
0.36
0.06
Beta (against Standard Index)
1.06
1.00
Mean Annual Return
-6.09
-0.33
R-squared (against Standard Index)
97
95.82
Standard Deviation
21.33
20.42
Sharpe Ratio
-0.29
N/A
Treynor Ratio
-7.90
N/A
5 Years
Statistic
USGRX
Category
Alpha (against Standard Index)
-0.39
0.04
Beta (against Standard Index)
1.06
1.01
Mean Annual Return
0.03
0.17
R-squared (against Standard Index)
96
95.19
Standard Deviation
17.38
16.64
Sharpe Ratio
-0.08
N/A
Treynor Ratio
-2.79
N/A
10 Years
Statistic
USGRX
Category
Alpha (against Standard Index)
1.34
0.81
Beta (against Standard Index)
0.96
0.96
Mean Annual Return
0.84
0.14
R-squared (against Standard Index)
93
91.13
Standard Deviation
16.22
16.39
Sharpe Ratio
-0.04
N/A
Treynor Ratio
-2.16
N/A
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