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Van Kampen Comstock R (ACSRX)
On
Dec 1
:
13.69
0.12
(0.88%)
MORE ON ACSRX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2004)
:
17.34%
Worst 1 Yr Total Return
(2008)
:
-36.09%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ACSRX
Category
Alpha (against Standard Index)
0.10
-1.05
Beta (against Standard Index)
1.07
1.02
Mean Annual Return
-7.87
-0.55
R-squared (against Standard Index)
92
94.27
Standard Deviation
21.82
20.65
Sharpe Ratio
-0.37
N/A
Treynor Ratio
-9.60
N/A
5 Years
Statistic
ACSRX
Category
Alpha (against Standard Index)
-0.33
0.04
Beta (against Standard Index)
1.05
1.02
Mean Annual Return
-0.32
0.14
R-squared (against Standard Index)
91
93.13
Standard Deviation
17.46
16.85
Sharpe Ratio
-0.10
N/A
Treynor Ratio
-3.19
N/A
10 Years
Statistic
ACSRX
Category
Alpha (against Standard Index)
4.51
2.54
Beta (against Standard Index)
0.93
0.88
Mean Annual Return
3.57
0.27
R-squared (against Standard Index)
73
80.76
Standard Deviation
17.48
15.89
Sharpe Ratio
0.12
N/A
Treynor Ratio
0.65
N/A
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