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Van Kampen American Value B (MGAVX)
On
Dec 8
:
19.79
0.22
(1.10%)
MORE ON MGAVX
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Risk
As of 31-Oct-09
Get
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
Statistic
MGAVX
Category
Alpha (against Standard Index)
4.56
2.32
Beta (against Standard Index)
1.18
1.15
Mean Annual Return
-4.90
-0.35
R-squared (against Standard Index)
92
90.18
Standard Deviation
23.89
23.68
Sharpe Ratio
-0.19
N/A
Treynor Ratio
-6.22
N/A
5 Years
Statistic
MGAVX
Category
Alpha (against Standard Index)
4.04
2.22
Beta (against Standard Index)
1.17
1.16
Mean Annual Return
3.56
0.30
R-squared (against Standard Index)
92
89.12
Standard Deviation
19.44
19.61
Sharpe Ratio
0.13
N/A
Treynor Ratio
0.46
N/A
10 Years
Statistic
MGAVX
Category
Alpha (against Standard Index)
4.63
7.83
Beta (against Standard Index)
1.02
0.94
Mean Annual Return
2.98
0.70
R-squared (against Standard Index)
67
72.23
Standard Deviation
19.92
17.96
Sharpe Ratio
0.10
N/A
Treynor Ratio
0.01
N/A
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