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Threadneedle Global Equity A (IGLGX)
On
Dec 8
:
6.45
0.10
(1.53%)
MORE ON IGLGX
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Research Reports
Risk
As of 31-Oct-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)
:
19.15%
Worst 1 Yr Total Return
(2008)
:
-42.15%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
IGLGX
Category
Alpha (against Standard Index)
-1.77
-0.56
Beta (against Standard Index)
0.87
0.91
Mean Annual Return
-5.74
-0.21
R-squared (against Standard Index)
94
90.41
Standard Deviation
21.49
22.89
Sharpe Ratio
-0.28
N/A
Treynor Ratio
-9.38
N/A
5 Years
Statistic
IGLGX
Category
Alpha (against Standard Index)
-0.70
-1.40
Beta (against Standard Index)
0.89
0.90
Mean Annual Return
4.24
0.44
R-squared (against Standard Index)
93
89.02
Standard Deviation
18.24
19.07
Sharpe Ratio
0.16
N/A
Treynor Ratio
1.37
N/A
10 Years
Statistic
IGLGX
Category
Alpha (against Standard Index)
-2.69
0.66
Beta (against Standard Index)
0.95
0.93
Mean Annual Return
-0.78
0.36
R-squared (against Standard Index)
86
79.68
Standard Deviation
18.52
19.07
Sharpe Ratio
-0.11
N/A
Treynor Ratio
-3.93
N/A
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