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Threadneedle Emerging Markets A (IDEAX)
On
Dec 23
:
8.29
0.08
(0.97%)
MORE ON IDEAX
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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
(2007)
:
37.23%
Worst 1 Yr Total Return
(2008)
:
-54.91%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
IDEAX
Category
Alpha (against Standard Index)
12.73
12.34
Beta (against Standard Index)
1.28
1.29
Mean Annual Return
2.99
0.68
R-squared (against Standard Index)
85
87.47
Standard Deviation
33.27
33.01
Sharpe Ratio
0.19
N/A
Treynor Ratio
0.56
N/A
5 Years
Statistic
IDEAX
Category
Alpha (against Standard Index)
10.77
9.77
Beta (against Standard Index)
1.33
1.29
Mean Annual Return
14.52
1.39
R-squared (against Standard Index)
83
85.58
Standard Deviation
28.68
27.53
Sharpe Ratio
0.52
N/A
Treynor Ratio
8.65
N/A
10 Years
Statistic
IDEAX
Category
Alpha (against Standard Index)
8.50
9.46
Beta (against Standard Index)
1.21
1.23
Mean Annual Return
9.31
1.10
R-squared (against Standard Index)
74
77.00
Standard Deviation
25.26
25.24
Sharpe Ratio
0.37
N/A
Treynor Ratio
5.28
N/A
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