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Wilmington Aggressive Asset Allc A (WAAAX)
On
Dec 9
:
7.98
0.01
(0.13%)
MORE ON WAAAX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
2
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
16.82%
Worst 1 Yr Total Return
(2008)
:
-38.74%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
WAAAX
Category
Alpha (against Standard Index)
0.87
0.38
Beta (against Standard Index)
1.00
1.00
Mean Annual Return
-6.33
-0.41
R-squared (against Standard Index)
92
95.50
Standard Deviation
20.29
20.09
Sharpe Ratio
-0.34
N/A
Treynor Ratio
-8.79
N/A
5 Years
Statistic
WAAAX
Category
Alpha (against Standard Index)
N/A
0.26
Beta (against Standard Index)
N/A
1.01
Mean Annual Return
N/A
0.16
R-squared (against Standard Index)
N/A
94.84
Standard Deviation
N/A
16.47
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
10 Years
Statistic
WAAAX
Category
Alpha (against Standard Index)
N/A
0.84
Beta (against Standard Index)
N/A
0.97
Mean Annual Return
N/A
0.11
R-squared (against Standard Index)
N/A
91.16
Standard Deviation
N/A
16.35
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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