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Van Eck Intl Investors Gold C (IIGCX)
On
Dec 4
:
19.75
0.91
(4.40%)
MORE ON IIGCX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2006)
:
44.29%
Worst 1 Yr Total Return
(2008)
:
-29.42%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
IIGCX
Category
Alpha (against Standard Index)
7.78
6.81
Beta (against Standard Index)
8.99
6.36
Mean Annual Return
11.54
1.46
R-squared (against Standard Index)
1
0.66
Standard Deviation
46.44
44.41
Sharpe Ratio
0.42
N/A
Treynor Ratio
1.02
N/A
5 Years
Statistic
IIGCX
Category
Alpha (against Standard Index)
19.53
16.06
Beta (against Standard Index)
4.91
3.04
Mean Annual Return
19.26
1.77
R-squared (against Standard Index)
0
0.24
Standard Deviation
40.79
39.29
Sharpe Ratio
0.57
N/A
Treynor Ratio
3.31
N/A
10 Years
Statistic
IIGCX
Category
Alpha (against Standard Index)
18.83
17.52
Beta (against Standard Index)
3.64
3.02
Mean Annual Return
18.48
1.85
R-squared (against Standard Index)
0
0.17
Standard Deviation
36.99
35.11
Sharpe Ratio
0.57
N/A
Treynor Ratio
4.26
N/A
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