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Van Kampen American Value C (MSVCX)
On
Dec 24
:
20.60
0.11
(0.54%)
MORE ON MSVCX
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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)
:
19.35%
Worst 1 Yr Total Return
(2008)
:
-41.44%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MSVCX
Category
Alpha (against Standard Index)
2.11
0.96
Beta (against Standard Index)
1.15
1.15
Mean Annual Return
-5.52
-0.33
R-squared (against Standard Index)
92
89.96
Standard Deviation
23.85
24.07
Sharpe Ratio
-0.21
N/A
Treynor Ratio
-6.77
N/A
5 Years
Statistic
MSVCX
Category
Alpha (against Standard Index)
2.53
1.28
Beta (against Standard Index)
1.15
1.16
Mean Annual Return
2.54
0.26
R-squared (against Standard Index)
91
88.97
Standard Deviation
19.29
19.80
Sharpe Ratio
0.08
N/A
Treynor Ratio
-0.40
N/A
10 Years
Statistic
MSVCX
Category
Alpha (against Standard Index)
4.09
7.57
Beta (against Standard Index)
1.01
0.96
Mean Annual Return
2.86
0.70
R-squared (against Standard Index)
67
72.92
Standard Deviation
19.91
18.20
Sharpe Ratio
0.10
N/A
Treynor Ratio
-0.07
N/A
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