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ICON Equity Income C (IOECX)
On
Feb 9
:
10.09
0.09
(0.90%)
MORE ON IOECX
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Risk
As of 31-Jan-10
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2009)
:
21.70%
Worst 1 Yr Total Return
(2008)
:
-36.19%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
IOECX
Category
Alpha (against Standard Index)
0.33
-1.25
Beta (against Standard Index)
0.97
1.01
Mean Annual Return
-6.74
-0.57
R-squared (against Standard Index)
91
94.65
Standard Deviation
20.20
20.74
Sharpe Ratio
-0.34
N/A
Treynor Ratio
-9.00
N/A
5 Years
Statistic
IOECX
Category
Alpha (against Standard Index)
-1.18
-0.23
Beta (against Standard Index)
0.98
1.01
Mean Annual Return
-1.03
0.11
R-squared (against Standard Index)
89
93.42
Standard Deviation
16.55
16.80
Sharpe Ratio
-0.15
N/A
Treynor Ratio
-4.04
N/A
10 Years
Statistic
IOECX
Category
Alpha (against Standard Index)
N/A
3.13
Beta (against Standard Index)
N/A
0.89
Mean Annual Return
N/A
0.32
R-squared (against Standard Index)
N/A
82.22
Standard Deviation
N/A
15.87
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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