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Ivy Balanced A (IBNAX)

25.44 Down 0.04(0.16%) Aug 28

Risk as of Jul 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:2
Number of Years Up21
Number of Years Down5
Best 1 Yr Total Return(Dec 30, 2013):23.26%
Worst 1 Yr Total Return(Dec 30, 2008):-19.47%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticIBNAXCategory
Alpha (against Standard Index)1.04-1.42
Beta (against Standard Index)1.131.36
Mean Annual Return0.920.88
R-squared (against Standard Index)88.4394.54
Standard Deviation9.9111.49
Sharpe Ratio1.110.93
Treynor Ratio9.767.79
5 Years
StatisticIBNAXCategory
Alpha (against Standard Index)0.34-1.89
Beta (against Standard Index)1.171.36
Mean Annual Return1.041.02
R-squared (against Standard Index)90.0094.84
Standard Deviation10.4811.90
Sharpe Ratio1.181.03
Treynor Ratio10.749.00
10 Years
StatisticIBNAXCategory
Alpha (against Standard Index)0.84-2.29
Beta (against Standard Index)0.971.34
Mean Annual Return0.700.63
R-squared (against Standard Index)87.9893.02
Standard Deviation9.9213.39
Sharpe Ratio0.680.46
Treynor Ratio6.844.04