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Ivy Global Natural Resources A (IGNAX)

17.26 Up 0.19(1.11%) Oct 17

Risk as of Sep 29, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:5
Number of Years Up13
Number of Years Down3
Best 1 Yr Total Return(Dec 30, 2009):74.60%
Worst 1 Yr Total Return(Dec 30, 2008):-61.36%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)-11.65-10.61
Beta (against Standard Index)1.381.26
Mean Annual Return0.890.82
R-squared (against Standard Index)65.8372.62
Standard Deviation20.7018.13
Sharpe Ratio0.520.58
Treynor Ratio6.497.25
5 Years
Alpha (against Standard Index)-9.50-5.19
Beta (against Standard Index)1.381.24
Mean Annual Return0.440.67
R-squared (against Standard Index)71.0678.43
Standard Deviation24.0520.55
Sharpe Ratio0.220.40
Treynor Ratio1.655.07
10 Years
Alpha (against Standard Index)-1.611.09
Beta (against Standard Index)1.411.25
Mean Annual Return0.810.94
R-squared (against Standard Index)73.1469.52
Standard Deviation27.5224.93
Sharpe Ratio0.300.39
Treynor Ratio3.025.50