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Wisdom Instl (WSDIX)
On
Nov 30
:
8.44
0.08
(0.96%)
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Risk
As of 31-Oct-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
(2006)
:
13.08%
Worst 1 Yr Total Return
(2008)
:
-32.19%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
WSDIX
Category
Alpha (against Standard Index)
-1.19
0.38
Beta (against Standard Index)
0.96
1.00
Mean Annual Return
-7.81
-0.41
R-squared (against Standard Index)
90
95.50
Standard Deviation
19.69
20.09
Sharpe Ratio
-0.44
N/A
Treynor Ratio
-10.70
N/A
5 Years
Statistic
WSDIX
Category
Alpha (against Standard Index)
-2.18
0.26
Beta (against Standard Index)
0.94
1.01
Mean Annual Return
-1.71
0.16
R-squared (against Standard Index)
89
94.84
Standard Deviation
15.82
16.47
Sharpe Ratio
-0.22
N/A
Treynor Ratio
-5.04
N/A
10 Years
Statistic
WSDIX
Category
Alpha (against Standard Index)
1.43
0.84
Beta (against Standard Index)
0.63
0.97
Mean Annual Return
1.83
0.11
R-squared (against Standard Index)
57
91.16
Standard Deviation
13.48
16.35
Sharpe Ratio
-0.02
N/A
Treynor Ratio
-1.80
N/A
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