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FDP Ser Van Kampen Value FDP Inv A (MDVVX)
On
Dec 17
:
8.58
0.11
(1.27%)
MORE ON MDVVX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
1
Number of Years Down:
2
Best 1 Yr Total Return
(2006)
:
15.03%
Worst 1 Yr Total Return
(2008)
:
-35.80%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MDVVX
Category
Alpha (against Standard Index)
-0.35
-1.37
Beta (against Standard Index)
1.05
1.02
Mean Annual Return
-6.73
-0.45
R-squared (against Standard Index)
92
94.58
Standard Deviation
21.64
20.79
Sharpe Ratio
-0.32
N/A
Treynor Ratio
-8.61
N/A
5 Years
Statistic
MDVVX
Category
Alpha (against Standard Index)
N/A
-0.29
Beta (against Standard Index)
N/A
1.01
Mean Annual Return
N/A
0.14
R-squared (against Standard Index)
N/A
93.49
Standard Deviation
N/A
16.81
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
10 Years
Statistic
MDVVX
Category
Alpha (against Standard Index)
N/A
2.74
Beta (against Standard Index)
N/A
0.88
Mean Annual Return
N/A
0.31
R-squared (against Standard Index)
N/A
81.33
Standard Deviation
N/A
15.97
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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