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Ivy International Growth C (IVNCX)
On
Dec 18
:
25.03
0.03
(0.12%)
MORE ON IVNCX
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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
(2006)
:
21.67%
Worst 1 Yr Total Return
(2008)
:
-44.41%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
IVNCX
Category
Alpha (against Standard Index)
-0.47
1.72
Beta (against Standard Index)
0.92
1.03
Mean Annual Return
-5.31
-0.10
R-squared (against Standard Index)
94
93.99
Standard Deviation
22.69
25.56
Sharpe Ratio
-0.22
N/A
Treynor Ratio
-8.25
N/A
5 Years
Statistic
IVNCX
Category
Alpha (against Standard Index)
-0.16
0.68
Beta (against Standard Index)
0.95
1.03
Mean Annual Return
3.88
0.57
R-squared (against Standard Index)
93
93.91
Standard Deviation
19.25
20.91
Sharpe Ratio
0.14
N/A
Treynor Ratio
0.95
N/A
10 Years
Statistic
IVNCX
Category
Alpha (against Standard Index)
-3.03
-0.08
Beta (against Standard Index)
0.99
1.05
Mean Annual Return
-1.24
0.29
R-squared (against Standard Index)
93
87.06
Standard Deviation
18.46
20.42
Sharpe Ratio
-0.13
N/A
Treynor Ratio
-4.22
N/A
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