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Van Eck Global Hard Assets C (GHACX)
On
Dec 7
:
36.29
0.14
(0.38%)
MORE ON GHACX
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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)
:
47.94%
Worst 1 Yr Total Return
(2008)
:
-45.12%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
GHACX
Category
Alpha (against Standard Index)
13.97
9.84
Beta (against Standard Index)
1.09
1.13
Mean Annual Return
3.21
0.30
R-squared (against Standard Index)
48
49.03
Standard Deviation
30.56
31.65
Sharpe Ratio
0.18
N/A
Treynor Ratio
0.73
N/A
5 Years
Statistic
GHACX
Category
Alpha (against Standard Index)
16.86
10.78
Beta (against Standard Index)
1.13
1.16
Mean Annual Return
15.37
1.02
R-squared (against Standard Index)
42
43.88
Standard Deviation
27.75
28.35
Sharpe Ratio
0.55
N/A
Treynor Ratio
10.93
N/A
10 Years
Statistic
GHACX
Category
Alpha (against Standard Index)
15.23
13.33
Beta (against Standard Index)
0.89
0.90
Mean Annual Return
13.94
1.16
R-squared (against Standard Index)
37
35.23
Standard Deviation
23.34
25.46
Sharpe Ratio
0.56
N/A
Treynor Ratio
12.40
N/A
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