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Wilmington Broad Market Bond A (WBRBX)
On
Dec 18
:
10.07
0.25
(2.42%)
MORE ON WBRBX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
3
Number of Years Down:
0
Best 1 Yr Total Return
(2008)
:
6.36%
Worst 1 Yr Total Return
(2006)
:
4.45%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
WBRBX
Category
Alpha (against Standard Index)
-0.19
-1.73
Beta (against Standard Index)
1.18
1.02
Mean Annual Return
6.93
0.39
R-squared (against Standard Index)
93
59.65
Standard Deviation
4.96
5.93
Sharpe Ratio
0.90
N/A
Treynor Ratio
3.94
N/A
5 Years
Statistic
WBRBX
Category
Alpha (against Standard Index)
-0.24
-1.13
Beta (against Standard Index)
1.15
0.98
Mean Annual Return
5.61
0.35
R-squared (against Standard Index)
93
61.85
Standard Deviation
4.27
4.90
Sharpe Ratio
0.59
N/A
Treynor Ratio
2.28
N/A
10 Years
Statistic
WBRBX
Category
Alpha (against Standard Index)
-0.72
-0.67
Beta (against Standard Index)
1.16
0.96
Mean Annual Return
6.22
0.46
R-squared (against Standard Index)
94
70.95
Standard Deviation
4.49
4.48
Sharpe Ratio
0.72
N/A
Treynor Ratio
2.85
N/A
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