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Waddell & Reed Bond C (WCABX)
On
Dec 2
:
6.17
0.01
(0.16%)
MORE ON WCABX
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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
(2007)
:
4.49%
Worst 1 Yr Total Return
(2008)
:
-0.89%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
WCABX
Category
Alpha (against Standard Index)
-1.97
-1.72
Beta (against Standard Index)
0.78
1.02
Mean Annual Return
3.43
0.39
R-squared (against Standard Index)
84
59.27
Standard Deviation
3.42
5.93
Sharpe Ratio
0.30
N/A
Treynor Ratio
1.30
N/A
5 Years
Statistic
WCABX
Category
Alpha (against Standard Index)
-1.90
-1.05
Beta (against Standard Index)
0.82
0.98
Mean Annual Return
2.72
0.33
R-squared (against Standard Index)
87
61.87
Standard Deviation
3.17
4.88
Sharpe Ratio
-0.08
N/A
Treynor Ratio
-0.37
N/A
10 Years
Statistic
WCABX
Category
Alpha (against Standard Index)
-1.58
-0.65
Beta (against Standard Index)
0.90
0.96
Mean Annual Return
4.32
0.45
R-squared (against Standard Index)
91
71.12
Standard Deviation
3.54
4.47
Sharpe Ratio
0.38
N/A
Treynor Ratio
1.50
N/A
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