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WB Capital Bond (VBDFX)
On
Dec 24
:
10.04
0.02
(0.20%)
MORE ON VBDFX
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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:
5
Number of Years Down:
0
Best 1 Yr Total Return
(2007)
:
6.13%
Worst 1 Yr Total Return
(2005)
:
1.82%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
VBDFX
Category
Alpha (against Standard Index)
-0.75
-1.73
Beta (against Standard Index)
1.10
1.02
Mean Annual Return
5.99
0.39
R-squared (against Standard Index)
90
59.65
Standard Deviation
4.67
5.93
Sharpe Ratio
0.77
N/A
Treynor Ratio
3.39
N/A
5 Years
Statistic
VBDFX
Category
Alpha (against Standard Index)
-0.59
-1.13
Beta (against Standard Index)
1.07
0.98
Mean Annual Return
5.05
0.35
R-squared (against Standard Index)
91
61.85
Standard Deviation
4.03
4.90
Sharpe Ratio
0.50
N/A
Treynor Ratio
1.92
N/A
10 Years
Statistic
VBDFX
Category
Alpha (against Standard Index)
-0.39
-0.67
Beta (against Standard Index)
0.90
0.96
Mean Annual Return
5.67
0.46
R-squared (against Standard Index)
85
70.95
Standard Deviation
3.68
4.48
Sharpe Ratio
0.73
N/A
Treynor Ratio
3.05
N/A
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