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Tuesday, January 5, 2010, 11:11PM ET - U.S. Markets Closed.
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USAA VA Bond (USVAX)
On
Jan 5
:
10.93
0.02
(0.18%)
MORE ON USVAX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
4.48%
Worst 1 Yr Total Return
(2008)
:
-7.42%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
USVAX
Category
Alpha (against Standard Index)
-1.84
-0.62
Beta (against Standard Index)
1.03
0.89
Mean Annual Return
2.31
0.29
R-squared (against Standard Index)
91
91.02
Standard Deviation
6.52
5.60
Sharpe Ratio
0.04
N/A
Treynor Ratio
0.04
N/A
5 Years
Statistic
USVAX
Category
Alpha (against Standard Index)
-1.25
-0.87
Beta (against Standard Index)
1.03
0.88
Mean Annual Return
3.24
0.29
R-squared (against Standard Index)
91
90.77
Standard Deviation
5.29
4.54
Sharpe Ratio
0.07
N/A
Treynor Ratio
0.24
N/A
10 Years
Statistic
USVAX
Category
Alpha (against Standard Index)
-0.74
-0.87
Beta (against Standard Index)
1.07
0.90
Mean Annual Return
5.02
0.37
R-squared (against Standard Index)
93
91.70
Standard Deviation
5.15
4.41
Sharpe Ratio
0.42
N/A
Treynor Ratio
1.96
N/A
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