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USAA High-Yield Opportunities (USHYX)
On
Nov 30
:
7.64
0.01
(0.13%)
MORE ON USHYX
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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
(2006)
:
11.00%
Worst 1 Yr Total Return
(2008)
:
-28.09%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
USHYX
Category
Alpha (against Standard Index)
-1.38
-3.12
Beta (against Standard Index)
0.89
1.16
Mean Annual Return
3.47
0.31
R-squared (against Standard Index)
6
10.86
Standard Deviation
14.49
15.35
Sharpe Ratio
0.14
N/A
Treynor Ratio
1.18
N/A
5 Years
Statistic
USHYX
Category
Alpha (against Standard Index)
1.03
-0.09
Beta (against Standard Index)
0.74
0.92
Mean Annual Return
4.97
0.40
R-squared (against Standard Index)
6
8.80
Standard Deviation
11.36
12.20
Sharpe Ratio
0.22
N/A
Treynor Ratio
2.62
N/A
10 Years
Statistic
USHYX
Category
Alpha (against Standard Index)
2.07
0.55
Beta (against Standard Index)
0.44
0.51
Mean Annual Return
6.10
0.43
R-squared (against Standard Index)
3
3.74
Standard Deviation
10.02
10.75
Sharpe Ratio
0.35
N/A
Treynor Ratio
7.13
N/A
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