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Van Kampen Comstock R (ACSRX)
On
Feb 9
:
13.29
0.18
(1.37%)
MORE ON ACSRX
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Risk
As of 31-Jan-10
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2009)
:
29.13%
Worst 1 Yr Total Return
(2008)
:
-36.09%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ACSRX
Category
Alpha (against Standard Index)
-0.25
-1.25
Beta (against Standard Index)
1.06
1.01
Mean Annual Return
-8.28
-0.57
R-squared (against Standard Index)
92
94.65
Standard Deviation
22.00
20.74
Sharpe Ratio
-0.37
N/A
Treynor Ratio
-9.68
N/A
5 Years
Statistic
ACSRX
Category
Alpha (against Standard Index)
-0.43
-0.23
Beta (against Standard Index)
1.04
1.01
Mean Annual Return
-0.53
0.11
R-squared (against Standard Index)
91
93.42
Standard Deviation
17.42
16.80
Sharpe Ratio
-0.11
N/A
Treynor Ratio
-3.32
N/A
10 Years
Statistic
ACSRX
Category
Alpha (against Standard Index)
5.21
3.13
Beta (against Standard Index)
0.94
0.89
Mean Annual Return
4.38
0.32
R-squared (against Standard Index)
75
82.22
Standard Deviation
17.53
15.87
Sharpe Ratio
0.17
N/A
Treynor Ratio
1.64
N/A
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