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Waddell & Reed Accumulative C (WAACX)
On
Dec 4
:
5.97
0.04
(0.67%)
MORE ON WAACX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
12.81%
Worst 1 Yr Total Return
(2008)
:
-40.42%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
WAACX
Category
Alpha (against Standard Index)
0.98
2.45
Beta (against Standard Index)
1.00
1.00
Mean Annual Return
-6.31
-0.24
R-squared (against Standard Index)
92
88.47
Standard Deviation
20.45
20.84
Sharpe Ratio
-0.33
N/A
Treynor Ratio
-8.69
N/A
5 Years
Statistic
WAACX
Category
Alpha (against Standard Index)
0.31
0.94
Beta (against Standard Index)
1.00
1.01
Mean Annual Return
0.50
0.21
R-squared (against Standard Index)
91
86.37
Standard Deviation
16.74
17.46
Sharpe Ratio
-0.06
N/A
Treynor Ratio
-2.51
N/A
10 Years
Statistic
WAACX
Category
Alpha (against Standard Index)
1.07
0.18
Beta (against Standard Index)
0.85
1.04
Mean Annual Return
0.62
0.04
R-squared (against Standard Index)
78
78.62
Standard Deviation
15.47
19.22
Sharpe Ratio
-0.07
N/A
Treynor Ratio
-2.78
N/A
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