Yahoo! FinanceFinance Home - My Yahoo - Yahoo! - Help 

Wednesday, December 9, 2009, 11:46AM ET - U.S. Markets close in 4 hours and 14 minutes. Dow Up 0.12% Nasdaq Down 0.12%
Van Kampen American Value B (MGAVX)On Dec 8: 19.79  Down 0.22 (1.10%)  
MORE ON MGAVX
Quotes
Charts
News & Info
Fund
HereRisk
Analyst


Risk  As of 31-Oct-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Average
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2006):20.20%
Worst 1 Yr Total Return (2008):-41.09%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticMGAVXCategory
Alpha (against Standard Index)4.562.32
Beta (against Standard Index)1.181.15
Mean Annual Return-4.90-0.35
R-squared (against Standard Index)9290.18
Standard Deviation23.8923.68
Sharpe Ratio-0.19N/A
Treynor Ratio-6.22N/A
5 Years
StatisticMGAVXCategory
Alpha (against Standard Index)4.042.22
Beta (against Standard Index)1.171.16
Mean Annual Return3.560.30
R-squared (against Standard Index)9289.12
Standard Deviation19.4419.61
Sharpe Ratio0.13N/A
Treynor Ratio0.46N/A
10 Years
StatisticMGAVXCategory
Alpha (against Standard Index)4.637.83
Beta (against Standard Index)1.020.94
Mean Annual Return2.980.70
R-squared (against Standard Index)6772.23
Standard Deviation19.9217.96
Sharpe Ratio0.10N/A
Treynor Ratio0.01N/A

Add to My Portfolio Add to Portfolio    Set Alert Set Alert    Email to a Friend Email to a Friend
Get Risk for Another Symbol: Symbol Lookup
Help with Risk StatisticsPlanning Center