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Van Kampen Equity Growth A (VEGAX)
On
Dec 18
:
12.32
0.09
(0.74%)
MORE ON VEGAX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
21.77%
Worst 1 Yr Total Return
(2008)
:
-50.70%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
VEGAX
Category
Alpha (against Standard Index)
9.22
2.20
Beta (against Standard Index)
1.17
0.99
Mean Annual Return
0.92
-0.14
R-squared (against Standard Index)
82
88.76
Standard Deviation
25.60
21.04
Sharpe Ratio
0.08
N/A
Treynor Ratio
-1.15
N/A
5 Years
Statistic
VEGAX
Category
Alpha (against Standard Index)
5.72
0.80
Beta (against Standard Index)
1.19
1.01
Mean Annual Return
5.42
0.24
R-squared (against Standard Index)
80
86.59
Standard Deviation
21.26
17.50
Sharpe Ratio
0.22
N/A
Treynor Ratio
2.05
N/A
10 Years
Statistic
VEGAX
Category
Alpha (against Standard Index)
1.32
-0.13
Beta (against Standard Index)
1.15
1.04
Mean Annual Return
-0.31
0.05
R-squared (against Standard Index)
84
78.99
Standard Deviation
20.25
19.17
Sharpe Ratio
-0.06
N/A
Treynor Ratio
-2.82
N/A
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