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Van Eck Global Hard Assets A (GHAAX)
On
Nov 27
:
39.83
1.33
(3.23%)
MORE ON GHAAX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2005)
:
48.72%
Worst 1 Yr Total Return
(2008)
:
-44.68%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
GHAAX
Category
Alpha (against Standard Index)
14.76
9.84
Beta (against Standard Index)
1.09
1.13
Mean Annual Return
4.02
0.30
R-squared (against Standard Index)
48
49.03
Standard Deviation
30.57
31.65
Sharpe Ratio
0.21
N/A
Treynor Ratio
1.47
N/A
5 Years
Statistic
GHAAX
Category
Alpha (against Standard Index)
17.57
10.78
Beta (against Standard Index)
1.13
1.16
Mean Annual Return
16.18
1.02
R-squared (against Standard Index)
42
43.88
Standard Deviation
27.77
28.35
Sharpe Ratio
0.58
N/A
Treynor Ratio
11.64
N/A
10 Years
Statistic
GHAAX
Category
Alpha (against Standard Index)
15.98
13.33
Beta (against Standard Index)
0.89
0.90
Mean Annual Return
14.78
1.16
R-squared (against Standard Index)
37
35.23
Standard Deviation
23.34
25.46
Sharpe Ratio
0.59
N/A
Treynor Ratio
13.35
N/A
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