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Van Eck Intl Investors Gold I (INIIX)
On
Dec 8
:
23.13
0.87
(3.63%)
MORE ON INIIX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
1
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
28.10%
Worst 1 Yr Total Return
(2008)
:
-18.02%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
INIIX
Category
Alpha (against Standard Index)
8.11
6.81
Beta (against Standard Index)
14.48
6.36
Mean Annual Return
21.63
1.46
R-squared (against Standard Index)
2
0.66
Standard Deviation
44.87
44.41
Sharpe Ratio
0.60
N/A
Treynor Ratio
1.33
N/A
5 Years
Statistic
INIIX
Category
Alpha (against Standard Index)
20.39
16.06
Beta (against Standard Index)
10.16
3.04
Mean Annual Return
25.89
1.77
R-squared (against Standard Index)
1
0.24
Standard Deviation
39.72
39.29
Sharpe Ratio
0.70
N/A
Treynor Ratio
2.25
N/A
10 Years
Statistic
INIIX
Category
Alpha (against Standard Index)
18.95
17.52
Beta (against Standard Index)
8.03
3.02
Mean Annual Return
22.17
1.85
R-squared (against Standard Index)
1
0.17
Standard Deviation
36.43
35.11
Sharpe Ratio
0.65
N/A
Treynor Ratio
2.39
N/A
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