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USAA S&P 500 Index Reward (USPRX)
On
Dec 28
:
16.90
0.03
(0.18%)
MORE ON USPRX
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Research Reports
Risk
As of 30-Nov-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)
:
15.71%
Worst 1 Yr Total Return
(2008)
:
-37.07%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
USPRX
Category
Alpha (against Standard Index)
-0.06
0.06
Beta (against Standard Index)
1.00
1.00
Mean Annual Return
-5.85
-0.33
R-squared (against Standard Index)
99
95.82
Standard Deviation
19.88
20.42
Sharpe Ratio
-0.32
N/A
Treynor Ratio
-8.12
N/A
5 Years
Statistic
USPRX
Category
Alpha (against Standard Index)
-0.07
0.04
Beta (against Standard Index)
1.00
1.01
Mean Annual Return
0.64
0.17
R-squared (against Standard Index)
99
95.19
Standard Deviation
16.08
16.64
Sharpe Ratio
-0.06
N/A
Treynor Ratio
-2.35
N/A
10 Years
Statistic
USPRX
Category
Alpha (against Standard Index)
-0.13
0.81
Beta (against Standard Index)
1.00
0.96
Mean Annual Return
-0.70
0.14
R-squared (against Standard Index)
99
91.13
Standard Deviation
16.20
16.39
Sharpe Ratio
-0.14
N/A
Treynor Ratio
-3.63
N/A
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