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Ivy Dividend Opportunities C (IVDCX)
On
Dec 18
:
12.91
0.04
(0.31%)
MORE ON IVDCX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
15.69%
Worst 1 Yr Total Return
(2008)
:
-36.94%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
IVDCX
Category
Alpha (against Standard Index)
-0.58
0.06
Beta (against Standard Index)
0.85
1.00
Mean Annual Return
-5.05
-0.33
R-squared (against Standard Index)
93
95.82
Standard Deviation
17.54
20.42
Sharpe Ratio
-0.34
N/A
Treynor Ratio
-8.59
N/A
5 Years
Statistic
IVDCX
Category
Alpha (against Standard Index)
1.36
0.04
Beta (against Standard Index)
0.86
1.01
Mean Annual Return
2.45
0.17
R-squared (against Standard Index)
89
95.19
Standard Deviation
14.64
16.64
Sharpe Ratio
0.04
N/A
Treynor Ratio
-0.62
N/A
10 Years
Statistic
IVDCX
Category
Alpha (against Standard Index)
N/A
0.81
Beta (against Standard Index)
N/A
0.96
Mean Annual Return
N/A
0.14
R-squared (against Standard Index)
N/A
91.13
Standard Deviation
N/A
16.39
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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