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Waddell & Reed Science & Tech Y (USTFX)
On
Dec 4
:
9.72
0.06
(0.62%)
MORE ON USTFX
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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
(2007)
:
24.59%
Worst 1 Yr Total Return
(2008)
:
-33.01%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
USTFX
Category
Alpha (against Standard Index)
9.79
7.86
Beta (against Standard Index)
0.94
1.14
Mean Annual Return
2.87
0.12
R-squared (against Standard Index)
81
78.24
Standard Deviation
20.41
25.36
Sharpe Ratio
0.12
N/A
Treynor Ratio
0.48
N/A
5 Years
Statistic
USTFX
Category
Alpha (against Standard Index)
7.74
3.75
Beta (against Standard Index)
0.97
1.19
Mean Annual Return
8.18
0.43
R-squared (against Standard Index)
78
73.64
Standard Deviation
17.43
22.22
Sharpe Ratio
0.37
N/A
Treynor Ratio
5.33
N/A
10 Years
Statistic
USTFX
Category
Alpha (against Standard Index)
7.22
2.22
Beta (against Standard Index)
0.95
1.56
Mean Annual Return
5.44
0.10
R-squared (against Standard Index)
46
57.55
Standard Deviation
22.32
33.23
Sharpe Ratio
0.21
N/A
Treynor Ratio
2.62
N/A
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