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Waddell & Reed Small Cap C (WSCCX)
On
Dec 24
:
10.56
0.03
(0.28%)
MORE ON WSCCX
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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
(2004)
:
12.26%
Worst 1 Yr Total Return
(2008)
:
-38.23%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
WSCCX
Category
Alpha (against Standard Index)
2.52
0.16
Beta (against Standard Index)
1.05
1.12
Mean Annual Return
-4.23
-0.38
R-squared (against Standard Index)
85
84.86
Standard Deviation
22.52
24.29
Sharpe Ratio
-0.18
N/A
Treynor Ratio
-6.20
N/A
5 Years
Statistic
WSCCX
Category
Alpha (against Standard Index)
1.16
-0.01
Beta (against Standard Index)
1.08
1.17
Mean Annual Return
1.22
0.16
R-squared (against Standard Index)
81
80.32
Standard Deviation
19.31
20.99
Sharpe Ratio
0.01
N/A
Treynor Ratio
-1.63
N/A
10 Years
Statistic
WSCCX
Category
Alpha (against Standard Index)
4.24
4.06
Beta (against Standard Index)
0.95
1.16
Mean Annual Return
3.13
0.37
R-squared (against Standard Index)
57
57.27
Standard Deviation
20.18
25.21
Sharpe Ratio
0.11
N/A
Treynor Ratio
0.22
N/A
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