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ICON Bond Z (IOBZX)
On
Dec 21
:
10.37
0.04
(0.38%)
MORE ON IOBZX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
2
Number of Years Down:
2
Best 1 Yr Total Return
(2007)
:
6.09%
Worst 1 Yr Total Return
(2008)
:
-2.89%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
IOBZX
Category
Alpha (against Standard Index)
0.51
-4.19
Beta (against Standard Index)
0.79
1.94
Mean Annual Return
5.99
0.49
R-squared (against Standard Index)
46
60.69
Standard Deviation
4.68
10.12
Sharpe Ratio
0.77
N/A
Treynor Ratio
4.73
N/A
5 Years
Statistic
IOBZX
Category
Alpha (against Standard Index)
-0.19
-2.36
Beta (against Standard Index)
0.84
1.75
Mean Annual Return
4.85
0.41
R-squared (against Standard Index)
53
59.74
Standard Deviation
4.12
8.28
Sharpe Ratio
0.44
N/A
Treynor Ratio
2.23
N/A
10 Years
Statistic
IOBZX
Category
Alpha (against Standard Index)
N/A
-2.17
Beta (against Standard Index)
N/A
1.86
Mean Annual Return
N/A
0.59
R-squared (against Standard Index)
N/A
61.13
Standard Deviation
N/A
8.92
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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