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Waddell & Reed Dividend Opps A (WDVAX)
On
Dec 4
:
12.73
0.05
(0.39%)
MORE ON WDVAX
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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
(2007)
:
16.78%
Worst 1 Yr Total Return
(2008)
:
-37.04%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
WDVAX
Category
Alpha (against Standard Index)
0.12
0.38
Beta (against Standard Index)
0.86
1.00
Mean Annual Return
-5.49
-0.41
R-squared (against Standard Index)
93
95.50
Standard Deviation
17.44
20.09
Sharpe Ratio
-0.37
N/A
Treynor Ratio
-9.23
N/A
5 Years
Statistic
WDVAX
Category
Alpha (against Standard Index)
2.09
0.26
Beta (against Standard Index)
0.87
1.01
Mean Annual Return
2.84
0.16
R-squared (against Standard Index)
89
94.84
Standard Deviation
14.69
16.47
Sharpe Ratio
0.06
N/A
Treynor Ratio
-0.22
N/A
10 Years
Statistic
WDVAX
Category
Alpha (against Standard Index)
N/A
0.84
Beta (against Standard Index)
N/A
0.97
Mean Annual Return
N/A
0.11
R-squared (against Standard Index)
N/A
91.16
Standard Deviation
N/A
16.35
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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