• FirefoxTry Yahoo Finance on Firefox »
  •  Dow Down0.48% Nasdaq Up0.29%

    Ivy Emerging Markets Equity C (IPOCX)

    11.63 Up 0.05(0.43%) May 27

    Risk as of Apr 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up10
    Number of Years Down9
    Best 1 Yr Total Return(Dec 30, 2009):68.26%
    Worst 1 Yr Total Return(Dec 30, 2008):-51.14%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticIPOCXCategory
    Alpha (against Standard Index)-0.53-4.36
    Beta (against Standard Index)1.041.01
    Mean Annual Return0.03-0.29
    R-squared (against Standard Index)72.2877.20
    Standard Deviation16.5015.48
    Sharpe Ratio0.02-0.23
    Treynor Ratio-0.99-4.56
    5 Years
    StatisticIPOCXCategory
    Alpha (against Standard Index)-3.49-3.95
    Beta (against Standard Index)1.121.04
    Mean Annual Return-0.19-0.24
    R-squared (against Standard Index)79.6783.21
    Standard Deviation19.5617.84
    Sharpe Ratio-0.12-0.16
    Treynor Ratio-3.74-4.11
    10 Years
    StatisticIPOCXCategory
    Alpha (against Standard Index)1.410.70
    Beta (against Standard Index)1.121.13
    Mean Annual Return0.440.38
    R-squared (against Standard Index)80.1287.85
    Standard Deviation24.1423.13
    Sharpe Ratio0.180.16
    Treynor Ratio1.190.81