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Ivy High Income I (IVHIX)
On
Dec 18
:
8.15
0.00
(0.00%)
MORE ON IVHIX
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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)
:
-19.73%
Worst 1 Yr Total Return
(2008)
:
-19.73%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
IVHIX
Category
Alpha (against Standard Index)
1.53
-3.31
Beta (against Standard Index)
0.89
1.15
Mean Annual Return
6.70
0.30
R-squared (against Standard Index)
8
10.85
Standard Deviation
13.11
15.35
Sharpe Ratio
0.39
N/A
Treynor Ratio
5.00
N/A
5 Years
Statistic
IVHIX
Category
Alpha (against Standard Index)
1.54
-0.58
Beta (against Standard Index)
0.74
0.95
Mean Annual Return
5.94
0.39
R-squared (against Standard Index)
7
9.33
Standard Deviation
10.35
12.17
Sharpe Ratio
0.32
N/A
Treynor Ratio
3.98
N/A
10 Years
Statistic
IVHIX
Category
Alpha (against Standard Index)
1.69
0.41
Beta (against Standard Index)
0.42
0.52
Mean Annual Return
5.83
0.42
R-squared (against Standard Index)
4
3.87
Standard Deviation
8.41
10.75
Sharpe Ratio
0.37
N/A
Treynor Ratio
6.87
N/A
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