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Waddell & Reed Continental Inc B (WACBX)
On
Dec 8
:
7.38
0.06
(0.81%)
MORE ON WACBX
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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)
:
11.98%
Worst 1 Yr Total Return
(2008)
:
-20.35%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
WACBX
Category
Alpha (against Standard Index)
-1.67
-2.88
Beta (against Standard Index)
0.83
1.08
Mean Annual Return
-0.80
-0.13
R-squared (against Standard Index)
91
93.44
Standard Deviation
11.50
14.69
Sharpe Ratio
-0.22
N/A
Treynor Ratio
-3.87
N/A
5 Years
Statistic
WACBX
Category
Alpha (against Standard Index)
-1.52
-2.47
Beta (against Standard Index)
0.84
1.06
Mean Annual Return
2.86
0.23
R-squared (against Standard Index)
90
92.52
Standard Deviation
9.49
11.89
Sharpe Ratio
0.03
N/A
Treynor Ratio
-0.20
N/A
10 Years
Statistic
WACBX
Category
Alpha (against Standard Index)
-2.15
-2.17
Beta (against Standard Index)
0.87
1.05
Mean Annual Return
2.33
0.26
R-squared (against Standard Index)
89
86.72
Standard Deviation
9.15
11.31
Sharpe Ratio
-0.02
N/A
Treynor Ratio
-0.74
N/A
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