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Van Kampen Asset Allocation Growth A (VKAAX)
On
Dec 4
:
9.53
0.02
(0.21%)
MORE ON VKAAX
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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)
:
10.98%
Worst 1 Yr Total Return
(2008)
:
-37.67%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
VKAAX
Category
Alpha (against Standard Index)
-1.06
-0.32
Beta (against Standard Index)
1.51
1.12
Mean Annual Return
-2.28
0.08
R-squared (against Standard Index)
96
86.73
Standard Deviation
20.29
15.87
Sharpe Ratio
-0.13
N/A
Treynor Ratio
-3.11
N/A
5 Years
Statistic
VKAAX
Category
Alpha (against Standard Index)
N/A
0.84
Beta (against Standard Index)
N/A
1.15
Mean Annual Return
N/A
0.53
R-squared (against Standard Index)
N/A
86.42
Standard Deviation
N/A
13.37
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
10 Years
Statistic
VKAAX
Category
Alpha (against Standard Index)
N/A
1.26
Beta (against Standard Index)
N/A
1.08
Mean Annual Return
N/A
0.55
R-squared (against Standard Index)
N/A
78.57
Standard Deviation
N/A
12.17
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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