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Wright Selected Blue Chip Equities (WSBEX)
On
Dec 8
:
8.04
0.07
(0.86%)
MORE ON WSBEX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
15.73%
Worst 1 Yr Total Return
(2008)
:
-39.81%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
WSBEX
Category
Alpha (against Standard Index)
4.85
2.78
Beta (against Standard Index)
1.16
1.14
Mean Annual Return
-4.46
-0.31
R-squared (against Standard Index)
92
88.48
Standard Deviation
23.65
23.83
Sharpe Ratio
-0.17
N/A
Treynor Ratio
-5.91
N/A
5 Years
Statistic
WSBEX
Category
Alpha (against Standard Index)
2.35
2.11
Beta (against Standard Index)
1.17
1.17
Mean Annual Return
1.78
0.29
R-squared (against Standard Index)
89
86.78
Standard Deviation
19.74
20.06
Sharpe Ratio
0.04
N/A
Treynor Ratio
-1.06
N/A
10 Years
Statistic
WSBEX
Category
Alpha (against Standard Index)
3.89
6.25
Beta (against Standard Index)
1.03
1.05
Mean Annual Return
2.48
0.54
R-squared (against Standard Index)
80
72.80
Standard Deviation
18.50
19.97
Sharpe Ratio
0.07
N/A
Treynor Ratio
-0.48
N/A
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