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Westport Select Cap R (WPSRX)
On
Dec 7
:
19.37
0.04
(0.21%)
MORE ON WPSRX
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Risk
As of 31-Oct-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)
:
12.41%
Worst 1 Yr Total Return
(2008)
:
-32.65%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
WPSRX
Category
Alpha (against Standard Index)
3.23
2.78
Beta (against Standard Index)
0.91
1.14
Mean Annual Return
-3.41
-0.31
R-squared (against Standard Index)
77
88.48
Standard Deviation
20.27
23.83
Sharpe Ratio
-0.19
N/A
Treynor Ratio
-6.38
N/A
5 Years
Statistic
WPSRX
Category
Alpha (against Standard Index)
2.44
2.11
Beta (against Standard Index)
0.92
1.17
Mean Annual Return
2.82
0.29
R-squared (against Standard Index)
76
86.78
Standard Deviation
16.70
20.06
Sharpe Ratio
0.07
N/A
Treynor Ratio
-0.22
N/A
10 Years
Statistic
WPSRX
Category
Alpha (against Standard Index)
6.96
6.25
Beta (against Standard Index)
0.86
1.05
Mean Annual Return
6.43
0.54
R-squared (against Standard Index)
66
72.80
Standard Deviation
17.00
19.97
Sharpe Ratio
0.28
N/A
Treynor Ratio
4.03
N/A
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