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Monday, December 14, 2009, 9:18PM ET - U.S. Markets Closed. Dow Up 0.28% Nasdaq Up 0.99%
Ivy International Core Equity Y (IVVYX)On Dec 14: 14.80  Up 0.14 (0.95%)  
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Risk  As of 30-Nov-09Get 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
StatisticIVVYXCategory
Alpha (against Standard Index)6.150.11
Beta (against Standard Index)1.011.02
Mean Annual Return0.28-0.23
R-squared (against Standard Index)9795.97
Standard Deviation24.6024.84
Sharpe Ratio0.04N/A
Treynor Ratio-1.97N/A
5 Years
StatisticIVVYXCategory
Alpha (against Standard Index)5.770.08
Beta (against Standard Index)1.031.01
Mean Annual Return10.180.51
R-squared (against Standard Index)9695.66
Standard Deviation20.6820.38
Sharpe Ratio0.43N/A
Treynor Ratio6.98N/A
10 Years
StatisticIVVYXCategory
Alpha (against Standard Index)3.11-0.14
Beta (against Standard Index)1.011.01
Mean Annual Return4.960.28
R-squared (against Standard Index)9492.61
Standard Deviation18.7718.91
Sharpe Ratio0.20N/A
Treynor Ratio2.01N/A

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