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Van Kampen Equity and Income B (ACEQX)
On
Dec 18
:
7.59
0.01
(0.13%)
MORE ON ACEQX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
11.66%
Worst 1 Yr Total Return
(2008)
:
-24.78%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ACEQX
Category
Alpha (against Standard Index)
-2.13
-2.96
Beta (against Standard Index)
1.04
1.07
Mean Annual Return
-1.26
-0.09
R-squared (against Standard Index)
93
93.10
Standard Deviation
14.23
14.78
Sharpe Ratio
-0.18
N/A
Treynor Ratio
-3.41
N/A
5 Years
Statistic
ACEQX
Category
Alpha (against Standard Index)
-1.51
-2.53
Beta (against Standard Index)
1.02
1.06
Mean Annual Return
3.22
0.24
R-squared (against Standard Index)
92
92.17
Standard Deviation
11.43
11.94
Sharpe Ratio
0.08
N/A
Treynor Ratio
0.22
N/A
10 Years
Statistic
ACEQX
Category
Alpha (against Standard Index)
0.16
-2.27
Beta (against Standard Index)
1.00
1.06
Mean Annual Return
5.03
0.27
R-squared (against Standard Index)
87
86.88
Standard Deviation
10.66
11.38
Sharpe Ratio
0.24
N/A
Treynor Ratio
2.12
N/A
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