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Van Kampen Global Franchise I (VGFIX)
On
Dec 15
:
19.10
0.09
(0.47%)
MORE ON VGFIX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Low
Number of Years Up:
1
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
9.71%
Worst 1 Yr Total Return
(2008)
:
-28.85%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
VGFIX
Category
Alpha (against Standard Index)
2.44
0.27
Beta (against Standard Index)
0.66
0.91
Mean Annual Return
-0.03
-0.17
R-squared (against Standard Index)
84
90.08
Standard Deviation
17.10
22.93
Sharpe Ratio
-0.05
N/A
Treynor Ratio
-3.52
N/A
5 Years
Statistic
VGFIX
Category
Alpha (against Standard Index)
2.56
-0.86
Beta (against Standard Index)
0.64
0.90
Mean Annual Return
6.71
0.41
R-squared (against Standard Index)
81
88.40
Standard Deviation
13.84
18.93
Sharpe Ratio
0.33
N/A
Treynor Ratio
5.86
N/A
10 Years
Statistic
VGFIX
Category
Alpha (against Standard Index)
7.56
0.53
Beta (against Standard Index)
0.58
0.92
Mean Annual Return
10.46
0.33
R-squared (against Standard Index)
65
79.83
Standard Deviation
12.88
18.84
Sharpe Ratio
0.62
N/A
Treynor Ratio
13.09
N/A
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