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Waddell & Reed Municipal Bond C (WCMBX)
On
Dec 4
:
7.16
0.01
(0.14%)
MORE ON WCMBX
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Research Reports
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
(2006)
:
2.64%
Worst 1 Yr Total Return
(2008)
:
-2.07%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
WCMBX
Category
Alpha (against Standard Index)
-0.08
-0.48
Beta (against Standard Index)
0.76
0.85
Mean Annual Return
3.70
0.29
R-squared (against Standard Index)
93
90.10
Standard Deviation
4.70
5.40
Sharpe Ratio
0.28
N/A
Treynor Ratio
1.69
N/A
5 Years
Statistic
WCMBX
Category
Alpha (against Standard Index)
-0.98
-0.83
Beta (against Standard Index)
0.79
0.85
Mean Annual Return
2.92
0.27
R-squared (against Standard Index)
93
90.34
Standard Deviation
3.98
4.41
Sharpe Ratio
-0.01
N/A
Treynor Ratio
-0.13
N/A
10 Years
Statistic
WCMBX
Category
Alpha (against Standard Index)
-1.58
-0.73
Beta (against Standard Index)
0.93
0.88
Mean Annual Return
3.83
0.38
R-squared (against Standard Index)
91
92.14
Standard Deviation
4.53
4.29
Sharpe Ratio
0.20
N/A
Treynor Ratio
0.92
N/A
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