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WesMark Growth (WMKGX)
On
Feb 9
:
10.94
0.14
(1.30%)
MORE ON WMKGX
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Risk
As of 31-Jan-10
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
(2009)
:
27.05%
Worst 1 Yr Total Return
(2008)
:
-34.96%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
WMKGX
Category
Alpha (against Standard Index)
2.83
2.46
Beta (against Standard Index)
0.95
1.00
Mean Annual Return
-4.06
-0.25
R-squared (against Standard Index)
95
88.93
Standard Deviation
19.33
21.28
Sharpe Ratio
-0.22
N/A
Treynor Ratio
-6.40
N/A
5 Years
Statistic
WMKGX
Category
Alpha (against Standard Index)
0.54
0.97
Beta (against Standard Index)
0.95
1.01
Mean Annual Return
0.84
0.20
R-squared (against Standard Index)
93
86.48
Standard Deviation
15.74
17.57
Sharpe Ratio
-0.05
N/A
Treynor Ratio
-2.18
N/A
10 Years
Statistic
WMKGX
Category
Alpha (against Standard Index)
2.06
-0.87
Beta (against Standard Index)
0.96
1.03
Mean Annual Return
1.29
-0.04
R-squared (against Standard Index)
86
79.67
Standard Deviation
16.59
18.78
Sharpe Ratio
-0.01
N/A
Treynor Ratio
-1.61
N/A
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