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USAA International (USIFX)
On
Dec 8
:
22.29
0.35
(1.55%)
MORE ON USIFX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Low
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
27.35%
Worst 1 Yr Total Return
(2008)
:
-35.24%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
USIFX
Category
Alpha (against Standard Index)
2.56
1.02
Beta (against Standard Index)
0.90
1.03
Mean Annual Return
-1.84
-0.13
R-squared (against Standard Index)
94
94.34
Standard Deviation
22.25
25.50
Sharpe Ratio
-0.08
N/A
Treynor Ratio
-4.73
N/A
5 Years
Statistic
USIFX
Category
Alpha (against Standard Index)
2.02
0.06
Beta (against Standard Index)
0.90
1.03
Mean Annual Return
7.14
0.60
R-squared (against Standard Index)
94
94.19
Standard Deviation
18.46
21.01
Sharpe Ratio
0.31
N/A
Treynor Ratio
4.56
N/A
10 Years
Statistic
USIFX
Category
Alpha (against Standard Index)
2.47
0.47
Beta (against Standard Index)
0.91
1.06
Mean Annual Return
4.74
0.35
R-squared (against Standard Index)
94
85.14
Standard Deviation
16.89
20.88
Sharpe Ratio
0.19
N/A
Treynor Ratio
1.95
N/A
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