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Waddell & Reed International Gr B (WAIBX)
On
Dec 2
:
7.97
0.01
(0.13%)
MORE ON WAIBX
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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)
:
20.99%
Worst 1 Yr Total Return
(2008)
:
-41.42%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
WAIBX
Category
Alpha (against Standard Index)
0.70
1.02
Beta (against Standard Index)
0.89
1.03
Mean Annual Return
-3.55
-0.13
R-squared (against Standard Index)
95
94.34
Standard Deviation
21.90
25.50
Sharpe Ratio
-0.16
N/A
Treynor Ratio
-6.72
N/A
5 Years
Statistic
WAIBX
Category
Alpha (against Standard Index)
0.12
0.06
Beta (against Standard Index)
0.91
1.03
Mean Annual Return
5.11
0.60
R-squared (against Standard Index)
94
94.19
Standard Deviation
18.59
21.01
Sharpe Ratio
0.20
N/A
Treynor Ratio
2.30
N/A
10 Years
Statistic
WAIBX
Category
Alpha (against Standard Index)
-2.49
0.47
Beta (against Standard Index)
0.92
1.06
Mean Annual Return
-0.57
0.35
R-squared (against Standard Index)
81
85.14
Standard Deviation
18.46
20.88
Sharpe Ratio
-0.10
N/A
Treynor Ratio
-3.83
N/A
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