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Wisdom B (WSDBX)
On
Dec 7
:
7.67
0.00
(0.00%)
MORE ON WSDBX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
2
Number of Years Down:
3
Best 1 Yr Total Return
(2006)
:
12.01%
Worst 1 Yr Total Return
(2008)
:
-32.80%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
WSDBX
Category
Alpha (against Standard Index)
-2.17
0.38
Beta (against Standard Index)
0.96
1.00
Mean Annual Return
-8.72
-0.41
R-squared (against Standard Index)
90
95.50
Standard Deviation
19.69
20.09
Sharpe Ratio
-0.49
N/A
Treynor Ratio
-11.65
N/A
5 Years
Statistic
WSDBX
Category
Alpha (against Standard Index)
-3.19
0.26
Beta (against Standard Index)
0.94
1.01
Mean Annual Return
-2.71
0.16
R-squared (against Standard Index)
90
94.84
Standard Deviation
15.81
16.47
Sharpe Ratio
-0.28
N/A
Treynor Ratio
-6.10
N/A
10 Years
Statistic
WSDBX
Category
Alpha (against Standard Index)
0.42
0.84
Beta (against Standard Index)
0.63
0.97
Mean Annual Return
0.82
0.11
R-squared (against Standard Index)
57
91.16
Standard Deviation
13.45
16.35
Sharpe Ratio
-0.09
N/A
Treynor Ratio
-3.41
N/A
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