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Ivy Global Natural Resources Y (IGNYX)
On
Dec 18
:
18.29
0.08
(0.44%)
MORE ON IGNYX
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Research Reports
Risk
As of 30-Nov-09
Get
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)
:
43.72%
Worst 1 Yr Total Return
(2008)
:
-61.27%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
IGNYX
Category
Alpha (against Standard Index)
11.44
10.94
Beta (against Standard Index)
1.46
1.22
Mean Annual Return
-2.56
0.47
R-squared (against Standard Index)
62
56.25
Standard Deviation
36.68
32.35
Sharpe Ratio
0.07
N/A
Treynor Ratio
-3.32
N/A
5 Years
Statistic
IGNYX
Category
Alpha (against Standard Index)
11.91
12.67
Beta (against Standard Index)
1.45
1.23
Mean Annual Return
8.79
1.21
R-squared (against Standard Index)
57
48.54
Standard Deviation
30.66
28.58
Sharpe Ratio
0.35
N/A
Treynor Ratio
4.01
N/A
10 Years
Statistic
IGNYX
Category
Alpha (against Standard Index)
17.00
14.86
Beta (against Standard Index)
1.10
0.97
Mean Annual Return
14.74
1.31
R-squared (against Standard Index)
45
38.96
Standard Deviation
26.52
25.53
Sharpe Ratio
0.55
N/A
Treynor Ratio
10.72
N/A
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