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Van Eck Intl Investors Gold A (INIVX)
On
Nov 30
:
20.88
0.12
(0.58%)
MORE ON INIVX
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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)
:
45.23%
Worst 1 Yr Total Return
(2008)
:
-29.03%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
INIVX
Category
Alpha (against Standard Index)
8.62
6.81
Beta (against Standard Index)
8.91
6.36
Mean Annual Return
12.37
1.46
R-squared (against Standard Index)
1
0.66
Standard Deviation
46.42
44.41
Sharpe Ratio
0.44
N/A
Treynor Ratio
1.12
N/A
5 Years
Statistic
INIVX
Category
Alpha (against Standard Index)
20.22
16.06
Beta (against Standard Index)
4.87
3.04
Mean Annual Return
20.05
1.77
R-squared (against Standard Index)
0
0.24
Standard Deviation
40.78
39.29
Sharpe Ratio
0.58
N/A
Treynor Ratio
3.50
N/A
10 Years
Statistic
INIVX
Category
Alpha (against Standard Index)
19.55
17.52
Beta (against Standard Index)
3.61
3.02
Mean Annual Return
19.30
1.85
R-squared (against Standard Index)
0
0.17
Standard Deviation
36.99
35.11
Sharpe Ratio
0.59
N/A
Treynor Ratio
4.53
N/A
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