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Van Kampen Emerging Markets I (MSRIX)
On
Jan 5
:
14.70
0.05
(0.34%)
MORE ON MSRIX
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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:
1
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
40.84%
Worst 1 Yr Total Return
(2008)
:
-56.84%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MSRIX
Category
Alpha (against Standard Index)
12.63
12.34
Beta (against Standard Index)
1.33
1.29
Mean Annual Return
2.32
0.68
R-squared (against Standard Index)
87
87.47
Standard Deviation
34.08
33.01
Sharpe Ratio
0.18
N/A
Treynor Ratio
0.03
N/A
5 Years
Statistic
MSRIX
Category
Alpha (against Standard Index)
10.33
9.77
Beta (against Standard Index)
1.37
1.29
Mean Annual Return
13.99
1.39
R-squared (against Standard Index)
85
85.58
Standard Deviation
29.02
27.53
Sharpe Ratio
0.50
N/A
Treynor Ratio
8.05
N/A
10 Years
Statistic
MSRIX
Category
Alpha (against Standard Index)
8.70
9.46
Beta (against Standard Index)
1.34
1.23
Mean Annual Return
8.98
1.10
R-squared (against Standard Index)
77
77.00
Standard Deviation
27.44
25.24
Sharpe Ratio
0.35
N/A
Treynor Ratio
4.52
N/A
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