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Aberdeen International Equity Instl (WPIEX)
On
Dec 18
:
11.19
0.13
(1.15%)
MORE ON WPIEX
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Research Reports
Risk
As of 30-Nov-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)
:
19.52%
Worst 1 Yr Total Return
(2008)
:
-40.39%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
WPIEX
Category
Alpha (against Standard Index)
0.36
0.11
Beta (against Standard Index)
0.98
1.02
Mean Annual Return
-5.04
-0.23
R-squared (against Standard Index)
96
95.97
Standard Deviation
23.84
24.84
Sharpe Ratio
-0.19
N/A
Treynor Ratio
-7.50
N/A
5 Years
Statistic
WPIEX
Category
Alpha (against Standard Index)
-0.07
0.08
Beta (against Standard Index)
0.97
1.01
Mean Annual Return
4.00
0.51
R-squared (against Standard Index)
96
95.66
Standard Deviation
19.52
20.38
Sharpe Ratio
0.15
N/A
Treynor Ratio
1.04
N/A
10 Years
Statistic
WPIEX
Category
Alpha (against Standard Index)
-1.27
-0.14
Beta (against Standard Index)
1.01
1.01
Mean Annual Return
0.41
0.28
R-squared (against Standard Index)
90
92.61
Standard Deviation
19.12
18.91
Sharpe Ratio
-0.03
N/A
Treynor Ratio
-2.49
N/A
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