Yahoo! FinanceFinance Home - My Yahoo - Yahoo! - Help 

Friday, December 11, 2009, 4:51PM ET - U.S. Markets Closed. Dow Up 0.63% Nasdaq Down 0.03%
Ivy Global Natural Resources A (IGNAX)On Dec 10: 17.75  Up 0.21 (1.20%)  
MORE ON IGNAX
Quotes
Charts
News & Info
Fund
HereRisk
Analyst


Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Above average
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2007):43.59%
Worst 1 Yr Total Return (2008):-61.36%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticIGNAXCategory
Alpha (against Standard Index)11.2710.94
Beta (against Standard Index)1.461.22
Mean Annual Return-2.750.47
R-squared (against Standard Index)6256.25
Standard Deviation36.7032.35
Sharpe Ratio0.06N/A
Treynor Ratio-3.45N/A
5 Years
StatisticIGNAXCategory
Alpha (against Standard Index)11.7212.67
Beta (against Standard Index)1.451.23
Mean Annual Return8.581.21
R-squared (against Standard Index)5748.54
Standard Deviation30.6828.58
Sharpe Ratio0.34N/A
Treynor Ratio3.86N/A
10 Years
StatisticIGNAXCategory
Alpha (against Standard Index)16.8514.86
Beta (against Standard Index)1.100.97
Mean Annual Return14.571.31
R-squared (against Standard Index)4538.96
Standard Deviation26.5225.53
Sharpe Ratio0.55N/A
Treynor Ratio10.56N/A

Add to My Portfolio Add to Portfolio    Set Alert Set Alert    Email to a Friend Email to a Friend
Get Risk for Another Symbol: Symbol Lookup
Help with Risk StatisticsPlanning Center