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Wright Selected Blue Chip Equities (WSBEX)
On
Feb 9
:
8.14
0.12
(1.50%)
MORE ON WSBEX
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Research Reports
Risk
As of 31-Jan-10
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2009)
:
38.61%
Worst 1 Yr Total Return
(2008)
:
-39.81%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
WSBEX
Category
Alpha (against Standard Index)
4.63
2.72
Beta (against Standard Index)
1.15
1.13
Mean Annual Return
-4.72
-0.31
R-squared (against Standard Index)
92
87.90
Standard Deviation
23.87
24.11
Sharpe Ratio
-0.16
N/A
Treynor Ratio
-5.85
N/A
5 Years
Statistic
WSBEX
Category
Alpha (against Standard Index)
1.78
2.10
Beta (against Standard Index)
1.15
1.15
Mean Annual Return
1.09
0.28
R-squared (against Standard Index)
88
85.69
Standard Deviation
19.70
19.96
Sharpe Ratio
0.01
N/A
Treynor Ratio
-1.58
N/A
10 Years
Statistic
WSBEX
Category
Alpha (against Standard Index)
4.38
5.72
Beta (against Standard Index)
1.03
1.04
Mean Annual Return
3.13
0.51
R-squared (against Standard Index)
80
73.33
Standard Deviation
18.52
19.65
Sharpe Ratio
0.11
N/A
Treynor Ratio
0.29
N/A
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