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Victory For Income A (IPFIX)
On
Dec 9
:
11.69
0.00
(0.00%)
MORE ON IPFIX
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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:
5
Number of Years Down:
0
Best 1 Yr Total Return
(2007)
:
6.61%
Worst 1 Yr Total Return
(2005)
:
1.49%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
IPFIX
Category
Alpha (against Standard Index)
1.91
1.08
Beta (against Standard Index)
0.46
0.37
Mean Annual Return
6.23
0.41
R-squared (against Standard Index)
75
48.77
Standard Deviation
2.07
2.20
Sharpe Ratio
1.68
N/A
Treynor Ratio
8.26
N/A
5 Years
Statistic
IPFIX
Category
Alpha (against Standard Index)
0.48
-0.02
Beta (against Standard Index)
0.50
0.39
Mean Annual Return
4.54
0.31
R-squared (against Standard Index)
77
53.98
Standard Deviation
1.98
1.94
Sharpe Ratio
0.71
N/A
Treynor Ratio
3.04
N/A
10 Years
Statistic
IPFIX
Category
Alpha (against Standard Index)
0.25
-0.11
Beta (against Standard Index)
0.57
0.46
Mean Annual Return
5.13
0.36
R-squared (against Standard Index)
83
65.31
Standard Deviation
2.37
2.21
Sharpe Ratio
0.89
N/A
Treynor Ratio
3.81
N/A
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