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Ivy High Income C (WRHIX)
On
Dec 17
:
8.15
0.00
(0.00%)
MORE ON WRHIX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
9.70%
Worst 1 Yr Total Return
(2008)
:
-20.79%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
WRHIX
Category
Alpha (against Standard Index)
0.63
-3.31
Beta (against Standard Index)
0.87
1.15
Mean Annual Return
5.68
0.30
R-squared (against Standard Index)
8
10.85
Standard Deviation
13.13
15.35
Sharpe Ratio
0.31
N/A
Treynor Ratio
3.92
N/A
5 Years
Statistic
WRHIX
Category
Alpha (against Standard Index)
1.00
-0.58
Beta (against Standard Index)
0.73
0.95
Mean Annual Return
5.33
0.39
R-squared (against Standard Index)
7
9.33
Standard Deviation
10.36
12.17
Sharpe Ratio
0.27
N/A
Treynor Ratio
3.23
N/A
10 Years
Statistic
WRHIX
Category
Alpha (against Standard Index)
1.43
0.41
Beta (against Standard Index)
0.42
0.52
Mean Annual Return
5.53
0.42
R-squared (against Standard Index)
3
3.87
Standard Deviation
8.42
10.75
Sharpe Ratio
0.34
N/A
Treynor Ratio
6.24
N/A
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