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    Ivy Energy A (IEYAX)

    12.91 Up 0.29(2.30%) Mar 28

    Risk as of Feb 27, 2017Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up6
    Number of Years Down4
    Best 1 Yr Total Return(Dec 30, 2007):48.95%
    Worst 1 Yr Total Return(Dec 30, 2008):-46.63%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-8.83-15.07
    Beta (against Standard Index)1.201.30
    Mean Annual Return-0.21-0.69
    R-squared (against Standard Index)30.6833.26
    Standard Deviation23.4524.63
    Sharpe Ratio-0.12-0.32
    Treynor Ratio-4.32-7.76
    5 Years
    Alpha (against Standard Index)-7.27-13.06
    Beta (against Standard Index)1.151.27
    Mean Annual Return0.21-0.19
    R-squared (against Standard Index)38.1741.46
    Standard Deviation20.5322.02
    Sharpe Ratio0.12-0.10
    Treynor Ratio0.29-3.45
    10 Years
    Alpha (against Standard Index)0.27-1.94
    Beta (against Standard Index)1.161.23
    Mean Annual Return0.540.39
    R-squared (against Standard Index)60.3858.06
    Standard Deviation25.5127.54
    Sharpe Ratio0.230.15
    Treynor Ratio2.270.24