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Ivy Global Natural Resources A (IGNAX)

18.75 Down 0.44(2.29%) Oct 1

Risk as of Aug 30, 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
StatisticIGNAXCategory
Alpha (against Standard Index)-16.61-12.26
Beta (against Standard Index)1.561.34
Mean Annual Return0.450.55
R-squared (against Standard Index)71.9877.40
Standard Deviation24.6420.49
Sharpe Ratio0.220.35
Treynor Ratio1.463.90
5 Years
StatisticIGNAXCategory
Alpha (against Standard Index)-8.30-4.03
Beta (against Standard Index)1.391.24
Mean Annual Return0.730.92
R-squared (against Standard Index)70.8578.38
Standard Deviation24.1120.45
Sharpe Ratio0.360.55
Treynor Ratio4.187.74
10 Years
StatisticIGNAXCategory
Alpha (against Standard Index)-0.782.15
Beta (against Standard Index)1.411.25
Mean Annual Return0.941.08
R-squared (against Standard Index)72.8268.86
Standard Deviation27.4924.99
Sharpe Ratio0.350.46
Treynor Ratio4.206.98