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Monday, December 21, 2009, 11:56PM ET - U.S. Markets Closed. Dow  0.83% Nasdaq  1.17%

Ivy Asset Strategy I (IVAEX)

On Dec 21: 21.92   0.02 (0.09%)

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Risk  As of 30-Nov-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Number of Years Up: 0 Number of Years Down: 1 Best 1 Yr Total Return (2008): -25.73% Worst 1 Yr Total Return (2008): -25.73% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic IVAEX Category Alpha (against Standard Index) 7.82 -0.66 Beta (against Standard Index) 0.80 1.11 Mean Annual Return 9.00 0.10 R-squared (against Standard Index) 49 86.52 Standard Deviation 15.17 15.80 Sharpe Ratio 0.50 N/A Treynor Ratio 8.46 N/A 5 Years Statistic IVAEX Category Alpha (against Standard Index) 8.72 0.55 Beta (against Standard Index) 0.89 1.12 Mean Annual Return 13.53 0.51 R-squared (against Standard Index) 45 86.03 Standard Deviation 14.37 13.17 Sharpe Ratio 0.76 N/A Treynor Ratio 11.78 N/A 10 Years Statistic IVAEX Category Alpha (against Standard Index) 6.20 1.09 Beta (against Standard Index) 0.77 1.07 Mean Annual Return 10.70 0.55 R-squared (against Standard Index) 38 79.45 Standard Deviation 12.43 12.02 Sharpe Ratio 0.65 N/A Treynor Ratio 10.13 N/A
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