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VALBX: Value Line US Government Securities (MUTUAL FUND)
Basic Info
Asset Class: | Intermediate Government |
MyPlanIQ Rating: | Not Rated |
Start Date: | 06/07/1990 |
Last Dividend Date: | 12/28/2012 |
12-Mo. Yield | 2.91% |
Expenses | 0.84% |
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Performance Analytics (As of 07/11/2013)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 06/07/1990 |
2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | -2.2 | 2.1 | 3.8 | 3.5 | 4.7 | 4.6 | 5.5 | -2.2 | 1.9 | 6.5 | 4.5 | 2.0 | 8.2 | 7.2 | 3.6 | 1.7 | 2.3 | 2.5 | 11.4 | 7.0 | 11.3 | -1.2 | 7.7 | 9.2 | 3.9 | 14.4 | -10.7 | 9.8 | 6.3 | 16.4 | 7.1 |
Sharpe Ratio | NA | -0.99 | 0.69 | 1.06 | 0.68 | NA | NA | 0.4 | -1.72 | 0.83 | 1.9 | 1.31 | 0.52 | 1.32 | 1.27 | 0.09 | -0.18 | 0.42 | 0.44 | 2.47 | 1.04 | 2.15 | -1.21 | 1.1 | -11.83 | 0.11 | 3.71 | -2.55 | 2.86 | 0.91 | 2.96 | 1.39 |
Draw Down(%) | NA | 2.6 | 3.7 | 3.7 | 4.0 | NA | NA | 12.3 | 2.2 | 1.4 | 2.0 | 3.4 | 2.2 | 3.1 | 2.2 | 1.9 | 2.1 | 4.0 | 4.7 | 2.1 | 4.1 | 2.6 | 3.7 | 3.1 | 2.4 | 3.5 | 1.2 | 12.3 | 1.7 | 3.0 | 1.8 | 2.9 |
Standard Deviation(%) | NA | 2.3 | 3.0 | 3.5 | 3.5 | NA | NA | 3.8 | 2.4 | 2.3 | 3.4 | 3.3 | 3.7 | 5.5 | 3.3 | 3.2 | 2.6 | 3.1 | 4.0 | 4.2 | 4.6 | 3.4 | 3.6 | 4.0 | 3.9 | 3.9 | 2.9 | 5.4 | 2.7 | 4.3 | 4.3 | 5.7 |
Treynor Ratio | NA | -0.07 | 0.04 | 0.07 | 0.04 | NA | NA | 0.03 | -0.27 | 0.03 | 0.1 | 0.08 | 0.04 | 0.12 | 0.07 | 0.01 | -0.01 | 0.02 | 0.02 | 0.15 | 0.08 | 0.12 | -0.07 | 0.07 | -0.62 | 0.01 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Alpha | NA | -0.01 | 0.0 | 0.0 | 0.0 | NA | NA | 0.0 | -0.01 | 0.0 | 0.0 | 0.0 | 0.01 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.01 | 0.01 | 0.0 | 0.0 | 0.0 | -0.05 | -0.01 | NA | NA | NA | NA | NA | NA |
Beta | NA | 0.33 | 0.56 | 0.55 | 0.59 | NA | NA | 0.61 | 0.16 | 0.65 | 0.62 | 0.58 | 0.51 | 0.61 | 0.64 | 0.58 | 0.63 | 0.6 | 0.71 | 0.68 | 0.63 | 0.63 | 0.62 | 0.61 | 0.73 | 0.55 | NA | NA | NA | NA | NA | NA |
RSquared | NA | 0.23 | 0.71 | 0.73 | 0.75 | NA | NA | 0.52 | 0.06 | 0.81 | 0.86 | 0.87 | 0.87 | 0.72 | 0.83 | 0.43 | 0.8 | 0.88 | 0.91 | 0.86 | 0.84 | 0.72 | 0.8 | 0.71 | 0.69 | 0.36 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Yield(%) | N/A | 2.2 | 3.6 | 3.7 | 3.7 | 4.5 | 4.4 | N/A | 0.0 | 3.3 | 4.8 | 4.3 | 3.7 | 4.0 | 4.4 | 4.2 | 4.5 | 3.6 | 3.8 | 5.2 | 5.0 | 6.0 | 5.3 | 5.9 | 6.6 | 6.8 | 7.0 | 6.2 | 10.0 | 7.7 | 7.9 | 6.3 |
Dividend Growth(%) | N/A | -50.0 | -2.2 | -8.5 | -36.8 | N/A | N/A | N/A | -100.0 | -29.8 | 11.8 | 15.9 | -6.4 | -6.0 | 4.2 | -9.4 | 26.2 | -8.7 | -22.0 | 5.4 | -12.5 | 6.7 | -9.1 | -8.3 | -6.5 | 5.5 | -6.4 | -39.1 | 29.3 | 4.2 | 26.7 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 06/07/1990
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