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Ivy Large Cap Growth B (WLGBX)
On
Dec 18
:
10.01
0.07
(0.70%)
MORE ON WLGBX
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Research Reports
Risk
As of 30-Nov-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)
:
27.73%
Worst 1 Yr Total Return
(2008)
:
-38.94%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
WLGBX
Category
Alpha (against Standard Index)
2.54
2.20
Beta (against Standard Index)
0.89
0.99
Mean Annual Return
-2.59
-0.14
R-squared (against Standard Index)
85
88.76
Standard Deviation
19.30
21.04
Sharpe Ratio
-0.16
N/A
Treynor Ratio
-5.45
N/A
5 Years
Statistic
WLGBX
Category
Alpha (against Standard Index)
1.22
0.80
Beta (against Standard Index)
0.90
1.01
Mean Annual Return
2.03
0.24
R-squared (against Standard Index)
78
86.59
Standard Deviation
16.23
17.50
Sharpe Ratio
0.02
N/A
Treynor Ratio
-1.07
N/A
10 Years
Statistic
WLGBX
Category
Alpha (against Standard Index)
N/A
-0.13
Beta (against Standard Index)
N/A
1.04
Mean Annual Return
N/A
0.05
R-squared (against Standard Index)
N/A
78.99
Standard Deviation
N/A
19.17
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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