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Van Kampen Emerging Markets B (MSRBX)
On
Dec 24
:
11.60
0.11
(0.96%)
MORE ON MSRBX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
39.48%
Worst 1 Yr Total Return
(2008)
:
-57.24%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MSRBX
Category
Alpha (against Standard Index)
11.63
12.34
Beta (against Standard Index)
1.33
1.29
Mean Annual Return
1.29
0.68
R-squared (against Standard Index)
87
87.47
Standard Deviation
34.07
33.01
Sharpe Ratio
0.15
N/A
Treynor Ratio
-0.73
N/A
5 Years
Statistic
MSRBX
Category
Alpha (against Standard Index)
9.38
9.77
Beta (against Standard Index)
1.37
1.29
Mean Annual Return
12.93
1.39
R-squared (against Standard Index)
86
85.58
Standard Deviation
29.01
27.53
Sharpe Ratio
0.47
N/A
Treynor Ratio
7.27
N/A
10 Years
Statistic
MSRBX
Category
Alpha (against Standard Index)
7.87
9.46
Beta (against Standard Index)
1.34
1.23
Mean Annual Return
8.08
1.10
R-squared (against Standard Index)
77
77.00
Standard Deviation
27.43
25.24
Sharpe Ratio
0.32
N/A
Treynor Ratio
3.86
N/A
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