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Waddell & Reed Energy A (WEGAX)
On
Nov 27
:
10.57
0.29
(2.67%)
MORE ON WEGAX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
1
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
52.48%
Worst 1 Yr Total Return
(2008)
:
-47.03%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
WEGAX
Category
Alpha (against Standard Index)
14.03
12.65
Beta (against Standard Index)
1.15
1.24
Mean Annual Return
2.69
0.45
R-squared (against Standard Index)
53
51.33
Standard Deviation
30.90
34.18
Sharpe Ratio
0.17
N/A
Treynor Ratio
0.24
N/A
5 Years
Statistic
WEGAX
Category
Alpha (against Standard Index)
N/A
13.19
Beta (against Standard Index)
N/A
1.23
Mean Annual Return
N/A
1.21
R-squared (against Standard Index)
N/A
42.80
Standard Deviation
N/A
30.15
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
10 Years
Statistic
WEGAX
Category
Alpha (against Standard Index)
N/A
15.54
Beta (against Standard Index)
N/A
1.01
Mean Annual Return
N/A
1.32
R-squared (against Standard Index)
N/A
34.15
Standard Deviation
N/A
28.10
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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