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Thursday, December 24, 2009, 11:18PM ET - U.S. Markets closed early today. Dow Up 0.51% Nasdaq Up 0.71%
Westport Select Cap I (WPSCX)On Dec 24: 21.10  Up 0.08 (0.38%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Below average
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2006):12.69%
Worst 1 Yr Total Return (2008):-32.48%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticWPSCXCategory
Alpha (against Standard Index)1.161.45
Beta (against Standard Index)0.881.13
Mean Annual Return-4.00-0.27
R-squared (against Standard Index)7588.11
Standard Deviation20.1823.88
Sharpe Ratio-0.21N/A
Treynor Ratio-7.12N/A
5 Years
StatisticWPSCXCategory
Alpha (against Standard Index)0.971.17
Beta (against Standard Index)0.881.15
Mean Annual Return1.770.26
R-squared (against Standard Index)7486.34
Standard Deviation16.4119.90
Sharpe Ratio0.01N/A
Treynor Ratio-1.39N/A
10 Years
StatisticWPSCXCategory
Alpha (against Standard Index)6.245.72
Beta (against Standard Index)0.841.04
Mean Annual Return6.070.53
R-squared (against Standard Index)6573.17
Standard Deviation16.9019.87
Sharpe Ratio0.26N/A
Treynor Ratio3.73N/A

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