Finance Home
-
My Yahoo
-
Yahoo!
-
Help
Thursday, December 24, 2009, 11:18PM ET - U.S. Markets closed early today.
Dow
0.51%
Nasdaq
0.71%
Home
Investing
Market Overview
Market Stats
Stocks
Mutual Funds
ETFs
Bonds
Options
Industries
Currencies
New!
Education
News & Opinion
Markets
Investing Ideas
Expert Advice
Special Editions
Company Finances
Providers
Personal Finance
Banking & Budgeting
Career & Work
College & Education
Family & Home
Insurance
Loans
Real Estate
Retirement
Taxes
How-to Guides
My Portfolios
Sign In to Create/Edit My Portfolios
Free trial of Real-Time Quotes
Tech Ticker
Get Quotes
Finance Search
Westport Select Cap I (WPSCX)
On
Dec 24
:
21.10
0.08
(0.38%)
MORE ON WPSCX
Quotes
Summary
Historical Prices
Charts
Interactive
Basic Chart
Basic Tech. Analysis
News & Info
Headlines
Message Board
Fund
Profile
Performance
Holdings
Risk
Purchase Info
Analyst
Research Reports
Risk
As of 30-Nov-09
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
(2006)
:
12.69%
Worst 1 Yr Total Return
(2008)
:
-32.48%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
WPSCX
Category
Alpha (against Standard Index)
1.16
1.45
Beta (against Standard Index)
0.88
1.13
Mean Annual Return
-4.00
-0.27
R-squared (against Standard Index)
75
88.11
Standard Deviation
20.18
23.88
Sharpe Ratio
-0.21
N/A
Treynor Ratio
-7.12
N/A
5 Years
Statistic
WPSCX
Category
Alpha (against Standard Index)
0.97
1.17
Beta (against Standard Index)
0.88
1.15
Mean Annual Return
1.77
0.26
R-squared (against Standard Index)
74
86.34
Standard Deviation
16.41
19.90
Sharpe Ratio
0.01
N/A
Treynor Ratio
-1.39
N/A
10 Years
Statistic
WPSCX
Category
Alpha (against Standard Index)
6.24
5.72
Beta (against Standard Index)
0.84
1.04
Mean Annual Return
6.07
0.53
R-squared (against Standard Index)
65
73.17
Standard Deviation
16.90
19.87
Sharpe Ratio
0.26
N/A
Treynor Ratio
3.73
N/A
Add to Portfolio
Set Alert
Email to a Friend
Get
Risk
for Another Symbol:
Symbol Lookup
Help with Risk Statistics
Planning Center