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Wright Current Income Standard (WCIFX)
On
Dec 1
:
9.97
0.02
(0.20%)
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Low
Number of Years Up:
5
Number of Years Down:
0
Best 1 Yr Total Return
(2008)
:
6.21%
Worst 1 Yr Total Return
(2005)
:
1.76%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
WCIFX
Category
Alpha (against Standard Index)
1.41
0.17
Beta (against Standard Index)
0.60
0.75
Mean Annual Return
6.27
0.45
R-squared (against Standard Index)
71
63.33
Standard Deviation
2.81
3.92
Sharpe Ratio
1.27
N/A
Treynor Ratio
6.38
N/A
5 Years
Statistic
WCIFX
Category
Alpha (against Standard Index)
0.48
-0.28
Beta (against Standard Index)
0.62
0.77
Mean Annual Return
4.79
0.36
R-squared (against Standard Index)
75
69.10
Standard Deviation
2.52
3.41
Sharpe Ratio
0.66
N/A
Treynor Ratio
2.85
N/A
10 Years
Statistic
WCIFX
Category
Alpha (against Standard Index)
0.35
-0.49
Beta (against Standard Index)
0.60
0.85
Mean Annual Return
5.34
0.44
R-squared (against Standard Index)
77
77.74
Standard Deviation
2.57
3.68
Sharpe Ratio
0.90
N/A
Treynor Ratio
3.95
N/A
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