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Tuesday, December 1, 2009, 8:04PM ET - U.S. Markets Closed.
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Wisdom Inv (WSDVX)
On
Dec 1
:
8.33
0.06
(0.73%)
MORE ON WSDVX
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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)
:
12.90%
Worst 1 Yr Total Return
(2008)
:
-32.37%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
WSDVX
Category
Alpha (against Standard Index)
-1.42
0.38
Beta (against Standard Index)
0.96
1.00
Mean Annual Return
-8.02
-0.41
R-squared (against Standard Index)
90
95.50
Standard Deviation
19.68
20.09
Sharpe Ratio
-0.45
N/A
Treynor Ratio
-10.92
N/A
5 Years
Statistic
WSDVX
Category
Alpha (against Standard Index)
-2.42
0.26
Beta (against Standard Index)
0.94
1.01
Mean Annual Return
-1.96
0.16
R-squared (against Standard Index)
89
94.84
Standard Deviation
15.80
16.47
Sharpe Ratio
-0.23
N/A
Treynor Ratio
-5.30
N/A
10 Years
Statistic
WSDVX
Category
Alpha (against Standard Index)
1.16
0.84
Beta (against Standard Index)
0.63
0.97
Mean Annual Return
1.57
0.11
R-squared (against Standard Index)
57
91.16
Standard Deviation
13.46
16.35
Sharpe Ratio
-0.03
N/A
Treynor Ratio
-2.22
N/A
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