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Van Kampen Comstock I (ACSDX)
On
Dec 4
:
13.68
0.07
(0.51%)
MORE ON ACSDX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
2
Number of Years Down:
2
Best 1 Yr Total Return
(2006)
:
16.36%
Worst 1 Yr Total Return
(2008)
:
-35.73%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ACSDX
Category
Alpha (against Standard Index)
0.62
-1.05
Beta (against Standard Index)
1.07
1.02
Mean Annual Return
-7.41
-0.55
R-squared (against Standard Index)
92
94.27
Standard Deviation
21.86
20.65
Sharpe Ratio
-0.35
N/A
Treynor Ratio
-9.15
N/A
5 Years
Statistic
ACSDX
Category
Alpha (against Standard Index)
0.18
0.04
Beta (against Standard Index)
1.05
1.02
Mean Annual Return
0.19
0.14
R-squared (against Standard Index)
91
93.13
Standard Deviation
17.50
16.85
Sharpe Ratio
-0.07
N/A
Treynor Ratio
-2.70
N/A
10 Years
Statistic
ACSDX
Category
Alpha (against Standard Index)
4.90
2.54
Beta (against Standard Index)
0.93
0.88
Mean Annual Return
3.96
0.27
R-squared (against Standard Index)
73
80.76
Standard Deviation
17.49
15.89
Sharpe Ratio
0.14
N/A
Treynor Ratio
1.07
N/A
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