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WorldCommodity (WCOMX)
On
Dec 24
:
8.94
0.06
(0.68%)
MORE ON WCOMX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Low
Number of Years Up:
1
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
0.25%
Worst 1 Yr Total Return
(2008)
:
-36.10%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
WCOMX
Category
Alpha (against Standard Index)
-4.62
-5.66
Beta (against Standard Index)
0.39
1.12
Mean Annual Return
-4.28
-0.27
R-squared (against Standard Index)
22
86.63
Standard Deviation
20.51
29.90
Sharpe Ratio
-0.22
N/A
Treynor Ratio
-16.74
N/A
5 Years
Statistic
WCOMX
Category
Alpha (against Standard Index)
N/A
-6.60
Beta (against Standard Index)
N/A
1.20
Mean Annual Return
N/A
0.04
R-squared (against Standard Index)
N/A
88.16
Standard Deviation
N/A
27.38
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
10 Years
Statistic
WCOMX
Category
Alpha (against Standard Index)
N/A
-8.91
Beta (against Standard Index)
N/A
1.30
Mean Annual Return
N/A
0.54
R-squared (against Standard Index)
N/A
85.93
Standard Deviation
N/A
26.18
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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