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Waddell & Reed High-Income B (WBHIX)
On
Dec 4
:
6.62
0.01
(0.15%)
MORE ON WBHIX
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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
(2004)
:
7.53%
Worst 1 Yr Total Return
(2008)
:
-21.45%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
WBHIX
Category
Alpha (against Standard Index)
-2.06
-3.12
Beta (against Standard Index)
1.01
1.16
Mean Annual Return
3.44
0.31
R-squared (against Standard Index)
10
10.86
Standard Deviation
12.86
15.35
Sharpe Ratio
0.14
N/A
Treynor Ratio
1.01
N/A
5 Years
Statistic
WBHIX
Category
Alpha (against Standard Index)
-0.53
-0.09
Beta (against Standard Index)
0.81
0.92
Mean Annual Return
3.61
0.40
R-squared (against Standard Index)
9
8.80
Standard Deviation
10.14
12.20
Sharpe Ratio
0.11
N/A
Treynor Ratio
0.73
N/A
10 Years
Statistic
WBHIX
Category
Alpha (against Standard Index)
-0.34
0.55
Beta (against Standard Index)
0.47
0.51
Mean Annual Return
3.85
0.43
R-squared (against Standard Index)
5
3.74
Standard Deviation
8.20
10.75
Sharpe Ratio
0.14
N/A
Treynor Ratio
1.87
N/A
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