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ICON Energy (ICENX)
On
Dec 18
:
16.95
0.03
(0.18%)
MORE ON ICENX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2005)
:
41.92%
Worst 1 Yr Total Return
(2008)
:
-33.38%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ICENX
Category
Alpha (against Standard Index)
10.42
8.86
Beta (against Standard Index)
0.95
1.20
Mean Annual Return
3.15
0.30
R-squared (against Standard Index)
48
50.47
Standard Deviation
27.13
33.90
Sharpe Ratio
0.17
N/A
Treynor Ratio
0.93
N/A
5 Years
Statistic
ICENX
Category
Alpha (against Standard Index)
11.79
11.44
Beta (against Standard Index)
0.98
1.20
Mean Annual Return
10.88
1.11
R-squared (against Standard Index)
35
41.53
Standard Deviation
26.42
29.96
Sharpe Ratio
0.41
N/A
Treynor Ratio
8.01
N/A
10 Years
Statistic
ICENX
Category
Alpha (against Standard Index)
19.47
15.51
Beta (against Standard Index)
0.84
1.00
Mean Annual Return
18.90
1.36
R-squared (against Standard Index)
29
34.11
Standard Deviation
25.26
28.06
Sharpe Ratio
0.70
N/A
Treynor Ratio
19.03
N/A
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