Dow Down0.25% Nasdaq Down0.26%

Ivy Mid Cap Growth B (WMGBX)

20.91 Down 0.07(0.33%) Aug 28

Risk as of Jul 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:2
Number of Years Up9
Number of Years Down4
Best 1 Yr Total Return(Dec 30, 2009):46.72%
Worst 1 Yr Total Return(Dec 30, 2008):-38.90%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticWMGBXCategory
Alpha (against Standard Index)-7.03-6.22
Beta (against Standard Index)1.121.18
Mean Annual Return0.951.09
R-squared (against Standard Index)85.9883.80
Standard Deviation14.7715.78
Sharpe Ratio0.760.84
Treynor Ratio9.5710.82
5 Years
StatisticWMGBXCategory
Alpha (against Standard Index)-1.45-1.76
Beta (against Standard Index)1.051.11
Mean Annual Return1.321.38
R-squared (against Standard Index)83.0483.16
Standard Deviation15.2316.12
Sharpe Ratio1.041.03
Treynor Ratio14.9214.82
10 Years
StatisticWMGBXCategory
Alpha (against Standard Index)1.360.89
Beta (against Standard Index)1.051.10
Mean Annual Return0.880.87
R-squared (against Standard Index)87.3582.42
Standard Deviation16.4517.88
Sharpe Ratio0.540.50
Treynor Ratio7.606.96