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Ivy High Income C (WRHIX)On Dec 17: 8.15   0.00 (0.00%)  
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Risk  As of 30-Nov-09Get 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
StatisticWRHIXCategory
Alpha (against Standard Index)0.63-3.31
Beta (against Standard Index)0.871.15
Mean Annual Return5.680.30
R-squared (against Standard Index)810.85
Standard Deviation13.1315.35
Sharpe Ratio0.31N/A
Treynor Ratio3.92N/A
5 Years
StatisticWRHIXCategory
Alpha (against Standard Index)1.00-0.58
Beta (against Standard Index)0.730.95
Mean Annual Return5.330.39
R-squared (against Standard Index)79.33
Standard Deviation10.3612.17
Sharpe Ratio0.27N/A
Treynor Ratio3.23N/A
10 Years
StatisticWRHIXCategory
Alpha (against Standard Index)1.430.41
Beta (against Standard Index)0.420.52
Mean Annual Return5.530.42
R-squared (against Standard Index)33.87
Standard Deviation8.4210.75
Sharpe Ratio0.34N/A
Treynor Ratio6.24N/A

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