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Van Eck Emerging Markets A (GBFAX)
On
Nov 30
:
10.25
0.11
(1.08%)
MORE ON GBFAX
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Research Reports
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)
:
38.98%
Worst 1 Yr Total Return
(2008)
:
-68.19%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
GBFAX
Category
Alpha (against Standard Index)
13.71
12.35
Beta (against Standard Index)
1.60
1.29
Mean Annual Return
-0.13
0.71
R-squared (against Standard Index)
87
87.52
Standard Deviation
40.84
33.07
Sharpe Ratio
0.15
N/A
Treynor Ratio
-1.60
N/A
5 Years
Statistic
GBFAX
Category
Alpha (against Standard Index)
8.14
9.15
Beta (against Standard Index)
1.56
1.29
Mean Annual Return
12.30
1.44
R-squared (against Standard Index)
86
85.78
Standard Deviation
33.29
27.65
Sharpe Ratio
0.43
N/A
Treynor Ratio
5.95
N/A
10 Years
Statistic
GBFAX
Category
Alpha (against Standard Index)
5.45
9.81
Beta (against Standard Index)
1.43
1.23
Mean Annual Return
5.48
1.14
R-squared (against Standard Index)
83
76.71
Standard Deviation
28.26
25.41
Sharpe Ratio
0.23
N/A
Treynor Ratio
1.76
N/A
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