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Waddell & Reed Tax Managed Eq B (WBTMX)
On
Dec 1
:
9.93
0.12
(1.22%)
MORE ON WBTMX
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Research Reports
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)
:
24.20%
Worst 1 Yr Total Return
(2008)
:
-35.54%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
WBTMX
Category
Alpha (against Standard Index)
5.10
2.45
Beta (against Standard Index)
0.80
1.00
Mean Annual Return
-0.18
-0.24
R-squared (against Standard Index)
83
88.47
Standard Deviation
17.26
20.84
Sharpe Ratio
-0.06
N/A
Treynor Ratio
-3.24
N/A
5 Years
Statistic
WBTMX
Category
Alpha (against Standard Index)
2.91
0.94
Beta (against Standard Index)
0.83
1.01
Mean Annual Return
3.71
0.21
R-squared (against Standard Index)
80
86.37
Standard Deviation
14.85
17.46
Sharpe Ratio
0.12
N/A
Treynor Ratio
0.83
N/A
10 Years
Statistic
WBTMX
Category
Alpha (against Standard Index)
N/A
0.18
Beta (against Standard Index)
N/A
1.04
Mean Annual Return
N/A
0.04
R-squared (against Standard Index)
N/A
78.62
Standard Deviation
N/A
19.22
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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