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ICON Healthcare (ICHCX)
On
Dec 14
:
13.30
0.15
(1.14%)
MORE ON ICHCX
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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:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
17.93%
Worst 1 Yr Total Return
(2008)
:
-29.91%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ICHCX
Category
Alpha (against Standard Index)
-0.76
3.83
Beta (against Standard Index)
0.75
0.74
Mean Annual Return
-4.67
0.12
R-squared (against Standard Index)
68
63.76
Standard Deviation
18.02
18.76
Sharpe Ratio
-0.30
N/A
Treynor Ratio
-9.29
N/A
5 Years
Statistic
ICHCX
Category
Alpha (against Standard Index)
-0.43
2.90
Beta (against Standard Index)
0.73
0.74
Mean Annual Return
0.76
0.43
R-squared (against Standard Index)
62
58.47
Standard Deviation
14.73
15.92
Sharpe Ratio
-0.08
N/A
Treynor Ratio
-3.07
N/A
10 Years
Statistic
ICHCX
Category
Alpha (against Standard Index)
7.17
6.40
Beta (against Standard Index)
0.50
0.62
Mean Annual Return
7.99
0.66
R-squared (against Standard Index)
25
29.57
Standard Deviation
16.09
20.00
Sharpe Ratio
0.38
N/A
Treynor Ratio
10.21
N/A
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