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Van Eck Emerging Markets C (EMRCX)
On
Dec 4
:
10.21
0.06
(0.59%)
MORE ON EMRCX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
37.98%
Worst 1 Yr Total Return
(2008)
:
-68.46%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
EMRCX
Category
Alpha (against Standard Index)
12.95
12.35
Beta (against Standard Index)
1.59
1.29
Mean Annual Return
-0.89
0.71
R-squared (against Standard Index)
87
87.52
Standard Deviation
40.86
33.07
Sharpe Ratio
0.13
N/A
Treynor Ratio
-2.07
N/A
5 Years
Statistic
EMRCX
Category
Alpha (against Standard Index)
7.51
9.15
Beta (against Standard Index)
1.56
1.29
Mean Annual Return
11.59
1.44
R-squared (against Standard Index)
86
85.78
Standard Deviation
33.30
27.65
Sharpe Ratio
0.41
N/A
Treynor Ratio
5.50
N/A
10 Years
Statistic
EMRCX
Category
Alpha (against Standard Index)
4.77
9.81
Beta (against Standard Index)
1.43
1.23
Mean Annual Return
4.76
1.14
R-squared (against Standard Index)
83
76.71
Standard Deviation
28.26
25.41
Sharpe Ratio
0.21
N/A
Treynor Ratio
1.25
N/A
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