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Van Eck Global Hard Assets I (GHAIX)
On
Dec 23
:
42.30
0.76
(1.83%)
MORE ON GHAIX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
1
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
43.19%
Worst 1 Yr Total Return
(2008)
:
-44.51%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
GHAIX
Category
Alpha (against Standard Index)
13.85
10.94
Beta (against Standard Index)
1.08
1.22
Mean Annual Return
4.66
0.47
R-squared (against Standard Index)
49
56.25
Standard Deviation
30.65
32.35
Sharpe Ratio
0.23
N/A
Treynor Ratio
2.21
N/A
5 Years
Statistic
GHAIX
Category
Alpha (against Standard Index)
17.31
12.67
Beta (against Standard Index)
1.12
1.23
Mean Annual Return
16.40
1.21
R-squared (against Standard Index)
42
48.54
Standard Deviation
27.76
28.58
Sharpe Ratio
0.59
N/A
Treynor Ratio
11.98
N/A
10 Years
Statistic
GHAIX
Category
Alpha (against Standard Index)
16.54
14.86
Beta (against Standard Index)
0.89
0.97
Mean Annual Return
15.78
1.31
R-squared (against Standard Index)
38
38.96
Standard Deviation
23.41
25.53
Sharpe Ratio
0.63
N/A
Treynor Ratio
14.46
N/A
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