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Van Kampen Asset Allocation Growth B (VKABX)
On
Dec 24
:
9.44
0.06
(0.64%)
MORE ON VKABX
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Research Reports
Risk
As of 30-Nov-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)
:
10.24%
Worst 1 Yr Total Return
(2008)
:
-38.22%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
VKABX
Category
Alpha (against Standard Index)
-2.12
-0.66
Beta (against Standard Index)
1.50
1.11
Mean Annual Return
-2.47
0.10
R-squared (against Standard Index)
96
86.52
Standard Deviation
20.36
15.80
Sharpe Ratio
-0.13
N/A
Treynor Ratio
-3.16
N/A
5 Years
Statistic
VKABX
Category
Alpha (against Standard Index)
N/A
0.55
Beta (against Standard Index)
N/A
1.12
Mean Annual Return
N/A
0.51
R-squared (against Standard Index)
N/A
86.03
Standard Deviation
N/A
13.17
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
10 Years
Statistic
VKABX
Category
Alpha (against Standard Index)
N/A
1.09
Beta (against Standard Index)
N/A
1.07
Mean Annual Return
N/A
0.55
R-squared (against Standard Index)
N/A
79.45
Standard Deviation
N/A
12.02
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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