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Wednesday, December 23, 2009, 7:19PM ET - U.S. Markets Closed.
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USAA Income Stock (USISX)
On
Dec 23
:
10.76
0.02
(0.19%)
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2006)
:
19.00%
Worst 1 Yr Total Return
(2008)
:
-35.62%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
USISX
Category
Alpha (against Standard Index)
-4.76
-1.37
Beta (against Standard Index)
0.98
1.02
Mean Annual Return
-10.08
-0.45
R-squared (against Standard Index)
96
94.58
Standard Deviation
19.81
20.79
Sharpe Ratio
-0.55
N/A
Treynor Ratio
-12.61
N/A
5 Years
Statistic
USISX
Category
Alpha (against Standard Index)
-2.30
-0.29
Beta (against Standard Index)
0.99
1.01
Mean Annual Return
-1.61
0.14
R-squared (against Standard Index)
95
93.49
Standard Deviation
16.26
16.81
Sharpe Ratio
-0.20
N/A
Treynor Ratio
-4.65
N/A
10 Years
Statistic
USISX
Category
Alpha (against Standard Index)
0.90
2.74
Beta (against Standard Index)
0.85
0.88
Mean Annual Return
0.78
0.31
R-squared (against Standard Index)
80
81.33
Standard Deviation
15.37
15.97
Sharpe Ratio
-0.06
N/A
Treynor Ratio
-2.53
N/A
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