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William Blair Value Discovery N (WBVDX)
On
Dec 3
:
9.87
0.16
(1.60%)
MORE ON WBVDX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2006)
:
21.78%
Worst 1 Yr Total Return
(2008)
:
-25.85%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
WBVDX
Category
Alpha (against Standard Index)
1.56
1.78
Beta (against Standard Index)
1.07
1.18
Mean Annual Return
-6.70
-0.41
R-squared (against Standard Index)
84
85.71
Standard Deviation
22.81
24.90
Sharpe Ratio
-0.29
N/A
Treynor Ratio
-8.50
N/A
5 Years
Statistic
WBVDX
Category
Alpha (against Standard Index)
1.78
1.92
Beta (against Standard Index)
1.11
1.20
Mean Annual Return
1.32
0.27
R-squared (against Standard Index)
81
82.80
Standard Deviation
19.66
21.07
Sharpe Ratio
0.01
N/A
Treynor Ratio
-1.53
N/A
10 Years
Statistic
WBVDX
Category
Alpha (against Standard Index)
8.46
9.10
Beta (against Standard Index)
0.89
0.95
Mean Annual Return
7.57
0.80
R-squared (against Standard Index)
59
64.80
Standard Deviation
18.73
19.04
Sharpe Ratio
0.33
N/A
Treynor Ratio
5.15
N/A
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