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Friday, December 25, 2009, 10:21PM ET - U.S. Markets Closed for Christmas. Dow Up 0.51% Nasdaq Up 0.71%
WorldCommodity (WCOMX)On Dec 24: 8.94  Up 0.06 (0.68%)  
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Risk  As of 30-Nov-09Get 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
StatisticWCOMXCategory
Alpha (against Standard Index)-4.62-5.66
Beta (against Standard Index)0.391.12
Mean Annual Return-4.28-0.27
R-squared (against Standard Index)2286.63
Standard Deviation20.5129.90
Sharpe Ratio-0.22N/A
Treynor Ratio-16.74N/A
5 Years
StatisticWCOMXCategory
Alpha (against Standard Index)N/A-6.60
Beta (against Standard Index)N/A1.20
Mean Annual ReturnN/A0.04
R-squared (against Standard Index)N/A88.16
Standard DeviationN/A27.38
Sharpe RatioN/AN/A
Treynor RatioN/AN/A
10 Years
StatisticWCOMXCategory
Alpha (against Standard Index)N/A-8.91
Beta (against Standard Index)N/A1.30
Mean Annual ReturnN/A0.54
R-squared (against Standard Index)N/A85.93
Standard DeviationN/A26.18
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

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