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Van Kampen Government Securities C (ACGSX)
On
Dec 17
:
9.51
0.04
(0.42%)
MORE ON ACGSX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
5.83%
Worst 1 Yr Total Return
(2008)
:
-1.53%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ACGSX
Category
Alpha (against Standard Index)
-3.74
0.23
Beta (against Standard Index)
0.89
0.76
Mean Annual Return
2.03
0.46
R-squared (against Standard Index)
67
64.12
Standard Deviation
4.48
3.94
Sharpe Ratio
-0.03
N/A
Treynor Ratio
-0.27
N/A
5 Years
Statistic
ACGSX
Category
Alpha (against Standard Index)
-2.69
-0.23
Beta (against Standard Index)
0.87
0.78
Mean Annual Return
2.37
0.39
R-squared (against Standard Index)
71
69.48
Standard Deviation
3.79
3.41
Sharpe Ratio
-0.14
N/A
Treynor Ratio
-0.72
N/A
10 Years
Statistic
ACGSX
Category
Alpha (against Standard Index)
-2.06
-0.47
Beta (against Standard Index)
0.90
0.84
Mean Annual Return
3.92
0.44
R-squared (against Standard Index)
82
78.01
Standard Deviation
3.81
3.66
Sharpe Ratio
0.27
N/A
Treynor Ratio
1.10
N/A
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