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Robeco WPG Small Cap Value (WPGTX)
On
Dec 4
:
11.18
0.22
(2.01%)
MORE ON WPGTX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
2
Number of Years Down:
3
Best 1 Yr Total Return
(2006)
:
23.38%
Worst 1 Yr Total Return
(2008)
:
-38.73%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
WPGTX
Category
Alpha (against Standard Index)
2.13
1.78
Beta (against Standard Index)
1.14
1.18
Mean Annual Return
-7.27
-0.41
R-squared (against Standard Index)
80
85.71
Standard Deviation
24.91
24.90
Sharpe Ratio
-0.27
N/A
Treynor Ratio
-8.46
N/A
5 Years
Statistic
WPGTX
Category
Alpha (against Standard Index)
1.71
1.92
Beta (against Standard Index)
1.17
1.20
Mean Annual Return
0.82
0.27
R-squared (against Standard Index)
78
82.80
Standard Deviation
21.06
21.07
Sharpe Ratio
0.01
N/A
Treynor Ratio
-1.89
N/A
10 Years
Statistic
WPGTX
Category
Alpha (against Standard Index)
5.57
9.10
Beta (against Standard Index)
1.19
0.95
Mean Annual Return
2.19
0.80
R-squared (against Standard Index)
56
64.80
Standard Deviation
25.57
19.04
Sharpe Ratio
0.10
N/A
Treynor Ratio
-0.65
N/A
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