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Waddell & Reed Vanguard Y (WAVYX)
On
Dec 8
:
7.14
0.06
(0.83%)
MORE ON WAVYX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
28.18%
Worst 1 Yr Total Return
(2008)
:
-39.32%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
WAVYX
Category
Alpha (against Standard Index)
3.94
2.45
Beta (against Standard Index)
0.91
1.00
Mean Annual Return
-2.56
-0.24
R-squared (against Standard Index)
85
88.47
Standard Deviation
19.34
20.84
Sharpe Ratio
-0.16
N/A
Treynor Ratio
-5.45
N/A
5 Years
Statistic
WAVYX
Category
Alpha (against Standard Index)
2.53
0.94
Beta (against Standard Index)
0.91
1.01
Mean Annual Return
2.95
0.21
R-squared (against Standard Index)
79
86.37
Standard Deviation
16.40
17.46
Sharpe Ratio
0.08
N/A
Treynor Ratio
-0.08
N/A
10 Years
Statistic
WAVYX
Category
Alpha (against Standard Index)
2.26
0.18
Beta (against Standard Index)
0.97
1.04
Mean Annual Return
0.93
0.04
R-squared (against Standard Index)
69
78.62
Standard Deviation
18.79
19.22
Sharpe Ratio
-0.01
N/A
Treynor Ratio
-2.10
N/A
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