Yahoo! FinanceFinance Home - My Yahoo - Yahoo! - Help 

Monday, December 7, 2009, 10:15PM ET - U.S. Markets Closed. Dow Up 0.01% Nasdaq Down 0.22%
Westport Select Cap R (WPSRX)On Dec 7: 19.37  Up 0.04 (0.21%)  
MORE ON WPSRX
Quotes
Charts
News & Info
Fund
HereRisk
Analyst


Risk  As of 31-Oct-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):12.41%
Worst 1 Yr Total Return (2008):-32.65%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticWPSRXCategory
Alpha (against Standard Index)3.232.78
Beta (against Standard Index)0.911.14
Mean Annual Return-3.41-0.31
R-squared (against Standard Index)7788.48
Standard Deviation20.2723.83
Sharpe Ratio-0.19N/A
Treynor Ratio-6.38N/A
5 Years
StatisticWPSRXCategory
Alpha (against Standard Index)2.442.11
Beta (against Standard Index)0.921.17
Mean Annual Return2.820.29
R-squared (against Standard Index)7686.78
Standard Deviation16.7020.06
Sharpe Ratio0.07N/A
Treynor Ratio-0.22N/A
10 Years
StatisticWPSRXCategory
Alpha (against Standard Index)6.966.25
Beta (against Standard Index)0.861.05
Mean Annual Return6.430.54
R-squared (against Standard Index)6672.80
Standard Deviation17.0019.97
Sharpe Ratio0.28N/A
Treynor Ratio4.03N/A

Add to My Portfolio Add to Portfolio    Set Alert Set Alert    Email to a Friend Email to a Friend
Get Risk for Another Symbol: Symbol Lookup
Help with Risk StatisticsPlanning Center