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Ivy International Core Equity Y (IVVYX)
On
Dec 14
:
14.80
0.14
(0.95%)
MORE ON IVVYX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
26.08%
Worst 1 Yr Total Return
(2008)
:
-41.40%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
IVVYX
Category
Alpha (against Standard Index)
6.15
0.11
Beta (against Standard Index)
1.01
1.02
Mean Annual Return
0.28
-0.23
R-squared (against Standard Index)
97
95.97
Standard Deviation
24.60
24.84
Sharpe Ratio
0.04
N/A
Treynor Ratio
-1.97
N/A
5 Years
Statistic
IVVYX
Category
Alpha (against Standard Index)
5.77
0.08
Beta (against Standard Index)
1.03
1.01
Mean Annual Return
10.18
0.51
R-squared (against Standard Index)
96
95.66
Standard Deviation
20.68
20.38
Sharpe Ratio
0.43
N/A
Treynor Ratio
6.98
N/A
10 Years
Statistic
IVVYX
Category
Alpha (against Standard Index)
3.11
-0.14
Beta (against Standard Index)
1.01
1.01
Mean Annual Return
4.96
0.28
R-squared (against Standard Index)
94
92.61
Standard Deviation
18.77
18.91
Sharpe Ratio
0.20
N/A
Treynor Ratio
2.01
N/A
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