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Whitebox Market Neutral Equity Instl (WBLFX)

11.03 Up 0.01(0.09%) Sep 18

Risk as of Aug 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:
Number of Years Up7
Number of Years Down2
Best 1 Yr Total Return(Dec 30, 2007):57.26%
Worst 1 Yr Total Return(Dec 30, 2008):-18.60%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)7.391.02
Beta (against Standard Index)-0.360.07
Mean Annual Return0.540.11
R-squared (against Standard Index)2.533.69
Standard Deviation5.983.87
Sharpe Ratio1.060.24
Treynor Ratio-17.63-1.01
5 Years
Alpha (against Standard Index)7.281.11
Beta (against Standard Index)-0.330.04
Mean Annual Return0.490.11
R-squared (against Standard Index)2.334.09
Standard Deviation6.143.76
Sharpe Ratio0.950.22
Treynor Ratio-17.42-2.87
10 Years
Alpha (against Standard Index)12.13-0.28
Beta (against Standard Index)-0.160.22
Mean Annual Return1.100.16
R-squared (against Standard Index)0.254.22
Standard Deviation10.774.89
Sharpe Ratio1.090.09
Treynor Ratio-72.987.59