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Van Kampen Global Equity Allocation B (MSGBX)
On
Dec 18
:
14.61
0.03
(0.21%)
MORE ON MSGBX
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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:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
18.75%
Worst 1 Yr Total Return
(2008)
:
-38.82%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MSGBX
Category
Alpha (against Standard Index)
2.15
0.27
Beta (against Standard Index)
0.90
0.91
Mean Annual Return
-2.49
-0.17
R-squared (against Standard Index)
95
90.08
Standard Deviation
22.04
22.93
Sharpe Ratio
-0.11
N/A
Treynor Ratio
-5.31
N/A
5 Years
Statistic
MSGBX
Category
Alpha (against Standard Index)
0.02
-0.86
Beta (against Standard Index)
0.89
0.90
Mean Annual Return
4.16
0.41
R-squared (against Standard Index)
94
88.40
Standard Deviation
18.01
18.93
Sharpe Ratio
0.15
N/A
Treynor Ratio
1.31
N/A
10 Years
Statistic
MSGBX
Category
Alpha (against Standard Index)
-0.80
0.53
Beta (against Standard Index)
0.86
0.92
Mean Annual Return
1.36
0.33
R-squared (against Standard Index)
94
79.83
Standard Deviation
16.00
18.84
Sharpe Ratio
-0.02
N/A
Treynor Ratio
-1.82
N/A
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