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ICON Equity Income A (IEQAX)
On
Dec 15
:
10.65
0.07
(0.65%)
MORE ON IEQAX
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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:
1
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
8.92%
Worst 1 Yr Total Return
(2008)
:
-35.76%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
IEQAX
Category
Alpha (against Standard Index)
0.91
-1.37
Beta (against Standard Index)
0.97
1.02
Mean Annual Return
-4.81
-0.45
R-squared (against Standard Index)
92
94.58
Standard Deviation
20.20
20.79
Sharpe Ratio
-0.25
N/A
Treynor Ratio
-7.27
N/A
5 Years
Statistic
IEQAX
Category
Alpha (against Standard Index)
-0.81
-0.29
Beta (against Standard Index)
0.98
1.01
Mean Annual Return
-0.15
0.14
R-squared (against Standard Index)
89
93.49
Standard Deviation
16.54
16.81
Sharpe Ratio
-0.10
N/A
Treynor Ratio
-3.22
N/A
10 Years
Statistic
IEQAX
Category
Alpha (against Standard Index)
N/A
2.74
Beta (against Standard Index)
N/A
0.88
Mean Annual Return
N/A
0.31
R-squared (against Standard Index)
N/A
81.33
Standard Deviation
N/A
15.97
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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