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Credit Suisse Mid-Cap Core Adv (WEGTX)
On
Dec 18
:
28.15
0.12
(0.43%)
MORE ON WEGTX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
13.00%
Worst 1 Yr Total Return
(2008)
:
-38.46%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
WEGTX
Category
Alpha (against Standard Index)
2.87
1.45
Beta (against Standard Index)
1.16
1.13
Mean Annual Return
-4.96
-0.27
R-squared (against Standard Index)
89
88.11
Standard Deviation
24.37
23.88
Sharpe Ratio
-0.18
N/A
Treynor Ratio
-6.24
N/A
5 Years
Statistic
WEGTX
Category
Alpha (against Standard Index)
-0.21
1.17
Beta (against Standard Index)
1.16
1.15
Mean Annual Return
-0.37
0.26
R-squared (against Standard Index)
87
86.34
Standard Deviation
19.97
19.90
Sharpe Ratio
-0.06
N/A
Treynor Ratio
-2.89
N/A
10 Years
Statistic
WEGTX
Category
Alpha (against Standard Index)
0.48
5.72
Beta (against Standard Index)
1.20
1.04
Mean Annual Return
-2.09
0.53
R-squared (against Standard Index)
64
73.17
Standard Deviation
24.06
19.87
Sharpe Ratio
-0.09
N/A
Treynor Ratio
-4.20
N/A
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