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Thursday, December 17, 2009, 7:27PM ET - U.S. Markets Closed.
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Integrity Growth & Income A (IGIAX)
On
Dec 17
:
31.83
0.42
(1.30%)
MORE ON IGIAX
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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
(2006)
:
15.04%
Worst 1 Yr Total Return
(2008)
:
-27.06%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
IGIAX
Category
Alpha (against Standard Index)
-0.16
1.45
Beta (against Standard Index)
0.77
1.13
Mean Annual Return
-4.11
-0.27
R-squared (against Standard Index)
80
88.11
Standard Deviation
17.16
23.88
Sharpe Ratio
-0.29
N/A
Treynor Ratio
-8.24
N/A
5 Years
Statistic
IGIAX
Category
Alpha (against Standard Index)
1.34
1.17
Beta (against Standard Index)
0.78
1.15
Mean Annual Return
2.59
0.26
R-squared (against Standard Index)
78
86.34
Standard Deviation
14.14
19.90
Sharpe Ratio
0.04
N/A
Treynor Ratio
-0.52
N/A
10 Years
Statistic
IGIAX
Category
Alpha (against Standard Index)
-2.94
5.72
Beta (against Standard Index)
1.00
1.04
Mean Annual Return
-5.02
0.53
R-squared (against Standard Index)
45
73.17
Standard Deviation
24.16
19.87
Sharpe Ratio
-0.21
N/A
Treynor Ratio
-7.95
N/A
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