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    Ivy Energy A (IEYAX)

    13.39 Up 0.15(1.13%) Jan 30

    Risk as of Dec 30, 2014Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up5
    Number of Years Down3
    Best 1 Yr Total Return(Dec 30, 2007):48.95%
    Worst 1 Yr Total Return(Dec 30, 2008):-46.63%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-9.51-14.41
    Beta (against Standard Index)1.121.24
    Mean Annual Return0.500.22
    R-squared (against Standard Index)49.4053.27
    Standard Deviation16.9518.12
    Sharpe Ratio0.350.15
    Treynor Ratio4.060.87
    5 Years
    Alpha (against Standard Index)-5.04-8.75
    Beta (against Standard Index)1.241.33
    Mean Annual Return0.600.36
    R-squared (against Standard Index)65.0267.15
    Standard Deviation22.4823.69
    Sharpe Ratio0.320.18
    Treynor Ratio3.781.18
    10 Years
    Alpha (against Standard Index)N/A1.17
    Beta (against Standard Index)N/A1.25
    Mean Annual ReturnN/A0.83
    R-squared (against Standard Index)N/A59.71
    Standard DeviationN/A26.89
    Sharpe RatioN/A0.32
    Treynor RatioN/A4.03