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ICON Equity Income C (IOECX)
On
Dec 18
:
10.52
0.00
(0.00%)
MORE ON IOECX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
10.83%
Worst 1 Yr Total Return
(2008)
:
-36.19%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
IOECX
Category
Alpha (against Standard Index)
0.23
-1.37
Beta (against Standard Index)
0.98
1.02
Mean Annual Return
-5.47
-0.45
R-squared (against Standard Index)
92
94.58
Standard Deviation
20.22
20.79
Sharpe Ratio
-0.29
N/A
Treynor Ratio
-7.94
N/A
5 Years
Statistic
IOECX
Category
Alpha (against Standard Index)
-1.59
-0.29
Beta (against Standard Index)
0.98
1.01
Mean Annual Return
-0.92
0.14
R-squared (against Standard Index)
89
93.49
Standard Deviation
16.56
16.81
Sharpe Ratio
-0.15
N/A
Treynor Ratio
-4.01
N/A
10 Years
Statistic
IOECX
Category
Alpha (against Standard Index)
N/A
2.74
Beta (against Standard Index)
N/A
0.88
Mean Annual Return
N/A
0.31
R-squared (against Standard Index)
N/A
81.33
Standard Deviation
N/A
15.97
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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