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Waddell & Reed Government Secs Y (WGVYX)
On
Dec 4
:
5.69
0.02
(0.35%)
MORE ON WGVYX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
5
Number of Years Down:
0
Best 1 Yr Total Return
(2008)
:
8.65%
Worst 1 Yr Total Return
(2005)
:
2.50%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
WGVYX
Category
Alpha (against Standard Index)
0.16
0.17
Beta (against Standard Index)
0.77
0.75
Mean Annual Return
5.59
0.45
R-squared (against Standard Index)
71
63.33
Standard Deviation
3.69
3.92
Sharpe Ratio
0.84
N/A
Treynor Ratio
4.13
N/A
5 Years
Statistic
WGVYX
Category
Alpha (against Standard Index)
-0.16
-0.28
Beta (against Standard Index)
0.81
0.77
Mean Annual Return
4.49
0.36
R-squared (against Standard Index)
78
69.10
Standard Deviation
3.32
3.41
Sharpe Ratio
0.44
N/A
Treynor Ratio
1.82
N/A
10 Years
Statistic
WGVYX
Category
Alpha (against Standard Index)
-0.41
-0.49
Beta (against Standard Index)
0.91
0.85
Mean Annual Return
5.58
0.44
R-squared (against Standard Index)
86
77.74
Standard Deviation
3.74
3.68
Sharpe Ratio
0.69
N/A
Treynor Ratio
2.86
N/A
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