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Wright Total Return Bond (WTRBX)
On
Dec 8
:
12.74
0.03
(0.24%)
MORE ON WTRBX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
5
Number of Years Down:
0
Best 1 Yr Total Return
(2007)
:
5.64%
Worst 1 Yr Total Return
(2005)
:
1.54%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
WTRBX
Category
Alpha (against Standard Index)
-0.84
-1.72
Beta (against Standard Index)
1.14
1.02
Mean Annual Return
6.01
0.39
R-squared (against Standard Index)
87
59.27
Standard Deviation
4.91
5.93
Sharpe Ratio
0.71
N/A
Treynor Ratio
3.14
N/A
5 Years
Statistic
WTRBX
Category
Alpha (against Standard Index)
-0.73
-1.05
Beta (against Standard Index)
1.10
0.98
Mean Annual Return
4.48
0.33
R-squared (against Standard Index)
89
61.87
Standard Deviation
4.20
4.88
Sharpe Ratio
0.35
N/A
Treynor Ratio
1.32
N/A
10 Years
Statistic
WTRBX
Category
Alpha (against Standard Index)
-1.11
-0.65
Beta (against Standard Index)
1.05
0.96
Mean Annual Return
5.29
0.45
R-squared (against Standard Index)
92
71.12
Standard Deviation
4.11
4.47
Sharpe Ratio
0.56
N/A
Treynor Ratio
2.21
N/A
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