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Ivy European Opportunities B (IEOBX)
On
Dec 11
:
20.63
0.08
(0.39%)
MORE ON IEOBX
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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)
:
35.28%
Worst 1 Yr Total Return
(2008)
:
-48.63%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
IEOBX
Category
Alpha (against Standard Index)
-3.73
0.82
Beta (against Standard Index)
1.03
1.08
Mean Annual Return
-9.43
-0.19
R-squared (against Standard Index)
96
91.61
Standard Deviation
25.11
27.22
Sharpe Ratio
-0.35
N/A
Treynor Ratio
-11.37
N/A
5 Years
Statistic
IEOBX
Category
Alpha (against Standard Index)
-2.10
1.83
Beta (against Standard Index)
1.04
1.08
Mean Annual Return
1.75
0.68
R-squared (against Standard Index)
93
89.97
Standard Deviation
21.25
22.73
Sharpe Ratio
0.05
N/A
Treynor Ratio
-1.19
N/A
10 Years
Statistic
IEOBX
Category
Alpha (against Standard Index)
5.45
4.96
Beta (against Standard Index)
1.12
1.05
Mean Annual Return
6.31
0.71
R-squared (against Standard Index)
68
78.88
Standard Deviation
24.37
21.81
Sharpe Ratio
0.25
N/A
Treynor Ratio
3.02
N/A
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