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Van Kampen Asset Allocation Moderate B (VAMBX)
On
Dec 1
:
9.56
0.10
(1.06%)
MORE ON VAMBX
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Risk
As of 31-Oct-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)
:
8.69%
Worst 1 Yr Total Return
(2008)
:
-31.44%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
VAMBX
Category
Alpha (against Standard Index)
-1.86
-2.88
Beta (against Standard Index)
1.21
1.08
Mean Annual Return
-2.00
-0.13
R-squared (against Standard Index)
96
93.44
Standard Deviation
16.14
14.69
Sharpe Ratio
-0.19
N/A
Treynor Ratio
-3.67
N/A
5 Years
Statistic
VAMBX
Category
Alpha (against Standard Index)
N/A
-2.47
Beta (against Standard Index)
N/A
1.06
Mean Annual Return
N/A
0.23
R-squared (against Standard Index)
N/A
92.52
Standard Deviation
N/A
11.89
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
10 Years
Statistic
VAMBX
Category
Alpha (against Standard Index)
N/A
-2.17
Beta (against Standard Index)
N/A
1.05
Mean Annual Return
N/A
0.26
R-squared (against Standard Index)
N/A
86.72
Standard Deviation
N/A
11.31
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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