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Wilshire Small Company Growth Instl (WSMGX)
On
Dec 4
:
12.42
0.25
(2.05%)
MORE ON WSMGX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
17.56%
Worst 1 Yr Total Return
(2008)
:
-39.17%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
WSMGX
Category
Alpha (against Standard Index)
0.71
1.71
Beta (against Standard Index)
1.11
1.15
Mean Annual Return
-7.86
-0.40
R-squared (against Standard Index)
87
85.55
Standard Deviation
23.11
24.28
Sharpe Ratio
-0.34
N/A
Treynor Ratio
-9.30
N/A
5 Years
Statistic
WSMGX
Category
Alpha (against Standard Index)
0.47
1.12
Beta (against Standard Index)
1.17
1.19
Mean Annual Return
-0.27
0.21
R-squared (against Standard Index)
82
81.02
Standard Deviation
20.50
21.15
Sharpe Ratio
-0.05
N/A
Treynor Ratio
-2.82
N/A
10 Years
Statistic
WSMGX
Category
Alpha (against Standard Index)
5.75
5.25
Beta (against Standard Index)
1.07
1.18
Mean Annual Return
3.75
0.43
R-squared (against Standard Index)
65
56.73
Standard Deviation
21.19
25.52
Sharpe Ratio
0.14
N/A
Treynor Ratio
0.73
N/A
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