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Van Kampen Corporate Bond C (ACCEX)
On
Dec 8
:
6.52
0.02
(0.31%)
MORE ON ACCEX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
4.25%
Worst 1 Yr Total Return
(2008)
:
-8.83%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ACCEX
Category
Alpha (against Standard Index)
-4.70
-1.72
Beta (against Standard Index)
1.78
1.02
Mean Annual Return
4.23
0.39
R-squared (against Standard Index)
63
59.27
Standard Deviation
9.15
5.93
Sharpe Ratio
0.23
N/A
Treynor Ratio
1.02
N/A
5 Years
Statistic
ACCEX
Category
Alpha (against Standard Index)
-2.42
-1.05
Beta (against Standard Index)
1.59
0.98
Mean Annual Return
3.55
0.33
R-squared (against Standard Index)
62
61.87
Standard Deviation
7.34
4.88
Sharpe Ratio
0.11
N/A
Treynor Ratio
0.33
N/A
10 Years
Statistic
ACCEX
Category
Alpha (against Standard Index)
-2.03
-0.65
Beta (against Standard Index)
1.21
0.96
Mean Annual Return
4.79
0.45
R-squared (against Standard Index)
58
71.12
Standard Deviation
5.97
4.47
Sharpe Ratio
0.32
N/A
Treynor Ratio
1.50
N/A
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