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Van Kampen Capital Growth C (ACPCX)
On
Dec 4
:
10.23
0.02
(0.20%)
MORE ON ACPCX
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Risk
As of 31-Oct-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)
:
21.05%
Worst 1 Yr Total Return
(2008)
:
-49.64%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ACPCX
Category
Alpha (against Standard Index)
7.64
2.45
Beta (against Standard Index)
1.20
1.00
Mean Annual Return
-2.53
-0.24
R-squared (against Standard Index)
81
88.47
Standard Deviation
25.94
20.84
Sharpe Ratio
-0.06
N/A
Treynor Ratio
-4.13
N/A
5 Years
Statistic
ACPCX
Category
Alpha (against Standard Index)
3.94
0.94
Beta (against Standard Index)
1.21
1.01
Mean Annual Return
3.01
0.21
R-squared (against Standard Index)
79
86.37
Standard Deviation
21.54
17.46
Sharpe Ratio
0.11
N/A
Treynor Ratio
-0.02
N/A
10 Years
Statistic
ACPCX
Category
Alpha (against Standard Index)
-0.77
0.18
Beta (against Standard Index)
1.07
1.04
Mean Annual Return
-2.38
0.04
R-squared (against Standard Index)
82
78.62
Standard Deviation
18.96
19.22
Sharpe Ratio
-0.19
N/A
Treynor Ratio
-4.99
N/A
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