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Van Kampen American Value I (MSAIX)
On
Dec 1
:
21.79
0.28
(1.30%)
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
1
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
7.77%
Worst 1 Yr Total Return
(2008)
:
-40.87%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MSAIX
Category
Alpha (against Standard Index)
5.11
2.32
Beta (against Standard Index)
1.18
1.15
Mean Annual Return
-4.38
-0.35
R-squared (against Standard Index)
92
90.18
Standard Deviation
23.93
23.68
Sharpe Ratio
-0.17
N/A
Treynor Ratio
-5.78
N/A
5 Years
Statistic
MSAIX
Category
Alpha (against Standard Index)
4.53
2.22
Beta (against Standard Index)
1.17
1.16
Mean Annual Return
4.07
0.30
R-squared (against Standard Index)
92
89.12
Standard Deviation
19.46
19.61
Sharpe Ratio
0.15
N/A
Treynor Ratio
0.89
N/A
10 Years
Statistic
MSAIX
Category
Alpha (against Standard Index)
5.27
7.83
Beta (against Standard Index)
1.02
0.94
Mean Annual Return
3.63
0.70
R-squared (against Standard Index)
67
72.23
Standard Deviation
19.95
17.96
Sharpe Ratio
0.13
N/A
Treynor Ratio
0.65
N/A
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