Nasdaq - Delayed Quote
USD
iShares S&P 500 Index K (WFSPX)
876.85
-4.44
(-0.50%)
At close: November 2 at 6:52:21 PM EST
Fund Summary
The fund is a "feeder" fund that invests all of its assets in the Master Portfolio of MIP, which has the same investment objective and strategies as the fund. At least 90% of the value of the fund's assets is invested in securities comprising the S&P 500 Index. The percentage of the fund's assets invested in a given stock is approximately the same as the percentage such stock represents in the S&P 500 Index. The fund is non-diversified.
Risk Overview
| Morningstar Risk Rating | |
| Best 1Y Total Return | 32.21% |
|---|---|
| Worst 1Y Total Return | -- |
| Number of Years Up | 26 |
| Number of Years Down | 6 |
Performance & Risk
| YTD Return | 11.70% |
| 5y Average Return | 12.01% |
| Rank in Category (ytd) | 32 |
| % Rank in Category (ytd) | -- |
| Beta (5Y Monthly) | 0.96 |
| Morningstar Risk Rating |
Risk Statistics
| 3 Years | 5 Years | 10 Years | ||||
|---|---|---|---|---|---|---|
| |
WFSPX | Category Average | WFSPX | Category Average | WFSPX | Category Average |
|
Alpha
|
0.96 | -0.01 | 1.21 | -0.01 | 0.87 | -0.01 |
|
BETA
|
0.96 | 0.01 | 0.98 | 0.01 | 0.97 | 0.01 |
|
Mean Annual Return
|
1.79 | 0.01 | 1.18 | 0.01 | 1.29 | 0.01 |
|
R-squared
|
99.13 | 0.94 | 99.29 | 0.95 | 99.25 | 0.95 |
|
Standard Deviation
|
12.42 | 0.17 | 15.64 | 0.19 | 15.35 | 0.15 |
|
Sharpe Ratio
|
1.37 | 0 | 0.66 | 0.01 | 0.84 | 0.01 |
|
Treynor Ratio
|
18.88 | 0.03 | 9.97 | 0.1 | 13.19 | 0.1 |
