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Tuesday, December 15, 2009, 8:13PM ET - U.S. Markets Closed.
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Westcore International Frontier (WTIFX)
On
Dec 15
:
11.44
0.05
(0.44%)
MORE ON WTIFX
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Research Reports
Risk
As of 30-Nov-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
(2005)
:
19.51%
Worst 1 Yr Total Return
(2008)
:
-48.86%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
WTIFX
Category
Alpha (against Standard Index)
2.58
1.55
Beta (against Standard Index)
1.05
1.10
Mean Annual Return
-4.21
-0.14
R-squared (against Standard Index)
82
90.55
Standard Deviation
27.65
27.91
Sharpe Ratio
-0.10
N/A
Treynor Ratio
-6.17
N/A
5 Years
Statistic
WTIFX
Category
Alpha (against Standard Index)
0.50
2.92
Beta (against Standard Index)
1.03
1.12
Mean Annual Return
4.13
0.78
R-squared (against Standard Index)
81
89.30
Standard Deviation
22.52
23.42
Sharpe Ratio
0.16
N/A
Treynor Ratio
1.10
N/A
10 Years
Statistic
WTIFX
Category
Alpha (against Standard Index)
N/A
2.74
Beta (against Standard Index)
N/A
1.12
Mean Annual Return
N/A
0.53
R-squared (against Standard Index)
N/A
77.33
Standard Deviation
N/A
23.05
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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