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WesMark WV Municipal Bond (WMKMX)
On
Dec 1
:
10.35
0.01
(0.10%)
MORE ON WMKMX
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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:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
3.24%
Worst 1 Yr Total Return
(2008)
:
-3.08%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
WMKMX
Category
Alpha (against Standard Index)
-0.82
-0.71
Beta (against Standard Index)
0.81
0.89
Mean Annual Return
3.01
0.28
R-squared (against Standard Index)
94
91.15
Standard Deviation
4.99
5.60
Sharpe Ratio
0.14
N/A
Treynor Ratio
0.73
N/A
5 Years
Statistic
WMKMX
Category
Alpha (against Standard Index)
-1.18
-0.94
Beta (against Standard Index)
0.82
0.88
Mean Annual Return
2.74
0.26
R-squared (against Standard Index)
94
90.92
Standard Deviation
4.10
4.56
Sharpe Ratio
-0.05
N/A
Treynor Ratio
-0.35
N/A
10 Years
Statistic
WMKMX
Category
Alpha (against Standard Index)
-0.88
-0.89
Beta (against Standard Index)
0.82
0.91
Mean Annual Return
4.26
0.37
R-squared (against Standard Index)
95
91.76
Standard Deviation
3.91
4.42
Sharpe Ratio
0.34
N/A
Treynor Ratio
1.58
N/A
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