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Wisdom C (WSDCX)
On
Dec 3
:
7.68
0.12
(1.54%)
MORE ON WSDCX
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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)
:
12.02%
Worst 1 Yr Total Return
(2008)
:
-32.87%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
WSDCX
Category
Alpha (against Standard Index)
-2.14
0.38
Beta (against Standard Index)
0.96
1.00
Mean Annual Return
-8.71
-0.41
R-squared (against Standard Index)
90
95.50
Standard Deviation
19.72
20.09
Sharpe Ratio
-0.48
N/A
Treynor Ratio
-11.63
N/A
5 Years
Statistic
WSDCX
Category
Alpha (against Standard Index)
-3.17
0.26
Beta (against Standard Index)
0.94
1.01
Mean Annual Return
-2.69
0.16
R-squared (against Standard Index)
90
94.84
Standard Deviation
15.83
16.47
Sharpe Ratio
-0.28
N/A
Treynor Ratio
-6.08
N/A
10 Years
Statistic
WSDCX
Category
Alpha (against Standard Index)
0.44
0.84
Beta (against Standard Index)
0.63
0.97
Mean Annual Return
0.83
0.11
R-squared (against Standard Index)
57
91.16
Standard Deviation
13.46
16.35
Sharpe Ratio
-0.09
N/A
Treynor Ratio
-3.38
N/A
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