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VALCX: Value Line Convertible (MUTUAL FUND)
Basic Info
Asset Class: | Convertibles |
MyPlanIQ Rating: | Not Rated |
Start Date: | 01/02/1986 |
Last Dividend Date: | 09/27/2011 |
12-Mo. Yield | 0.50% |
Expenses | - |
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Performance Analytics (As of 02/24/2012)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 01/02/1986 |
2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | 1986 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | -9.9 | 12.3 | 0.3 | 3.4 | 4.0 | 6.2 | 7.0 | 0.0 | -7.5 | 16.4 | 28.1 | -32.3 | 12.7 | 9.9 | 3.5 | 6.2 | 17.8 | -7.8 | -6.7 | -8.2 | 33.4 | 0.5 | 17.0 | 20.2 | 22.8 | -5.3 | 14.9 | 13.8 | 28.7 | -3.7 | 10.7 | 16.0 | -6.1 | 16.4 |
Sharpe Ratio | NA | -0.76 | 0.99 | -0.03 | 0.19 | NA | NA | 0.23 | 0.0 | -0.55 | 1.42 | 2.1 | -1.63 | 0.91 | 0.88 | 0.17 | 0.71 | 2.57 | -0.88 | -0.65 | -0.41 | 2.61 | -0.29 | -6.14 | 2.85 | 5.1 | -1.77 | 3.05 | 1.73 | 3.08 | -1.08 | 0.88 | 1.35 | -0.45 | 1.46 |
Draw Down(%) | NA | 16.9 | 16.9 | 39.9 | 39.9 | NA | NA | 39.9 | 0.0 | 16.9 | 9.6 | 9.7 | 38.9 | 7.9 | 7.5 | 6.7 | 7.1 | 4.1 | 16.8 | 14.8 | 26.0 | 7.2 | 21.0 | 5.0 | 5.8 | 2.2 | 9.0 | 2.5 | 5.3 | 5.1 | 16.8 | 6.5 | 5.8 | 31.1 | 8.2 |
Standard Deviation(%) | NA | 13.0 | 12.3 | 14.4 | 11.7 | NA | NA | 11.9 | NA | 13.7 | 11.5 | 13.3 | 20.3 | 10.8 | 7.5 | 7.5 | 7.4 | 6.7 | 10.1 | 14.0 | 30.1 | 11.5 | 9.5 | 6.2 | 5.8 | 3.7 | 4.6 | 4.2 | 6.5 | 8.1 | 8.2 | 5.7 | 8.3 | 22.1 | 8.4 |
Treynor Ratio | NA | -0.1 | 0.13 | 0.0 | 0.02 | NA | NA | 0.03 | NA | -0.07 | 0.17 | 0.27 | -0.33 | 0.09 | 0.06 | 0.01 | 0.05 | 0.22 | -0.1 | -0.1 | -0.15 | 0.35 | -0.04 | -0.6 | 0.32 | 0.55 | -0.15 | 0.31 | 0.19 | 0.4 | -0.14 | 0.0 | 0.0 | 0.0 | 0.0 |
Alpha | NA | -0.03 | -0.03 | -0.03 | -0.03 | NA | NA | 0.0 | 0.0 | 0.0 | -0.01 | -0.04 | -0.01 | 0.01 | -0.01 | -0.01 | 0.0 | -0.02 | 0.0 | -0.02 | -0.04 | 0.02 | 0.0 | -0.05 | 0.04 | 0.05 | -0.01 | 0.03 | 0.01 | 0.02 | -0.01 | NA | NA | NA | NA |
Beta | NA | 0.97 | 0.98 | 1.0 | 0.98 | NA | NA | 0.84 | 0.0 | 1.01 | 0.94 | 1.02 | 1.0 | 1.1 | 1.04 | 0.92 | 0.97 | 0.78 | 0.85 | 0.9 | 0.82 | 0.85 | 0.69 | 0.64 | 0.52 | 0.34 | 0.54 | 0.41 | 0.59 | 0.62 | 0.62 | NA | NA | NA | NA |
RSquared | NA | 0.88 | 0.92 | 0.92 | 0.89 | NA | NA | 0.55 | 0.0 | 0.93 | 0.97 | 0.94 | 0.93 | 0.83 | 0.83 | 0.77 | 0.83 | 0.84 | 0.79 | 0.81 | 0.44 | 0.7 | 0.77 | 0.65 | 0.56 | 0.39 | 0.53 | 0.33 | 0.45 | 0.49 | 0.46 | 0.0 | 0.0 | 0.0 | 0.0 |
Yield(%) | N/A | 1.5 | 2.1 | 3.9 | 3.6 | 5.0 | 6.8 | N/A | 0.0 | 1.5 | 2.1 | 1.3 | 2.1 | 14.5 | 2.3 | 1.4 | 2.1 | 3.0 | 2.8 | 5.7 | 14.5 | 3.4 | 9.5 | 10.9 | 17.4 | 6.0 | 9.2 | 17.6 | 5.2 | 6.0 | 6.1 | 6.9 | 4.8 | 11.1 | 11.2 |
Dividend Growth(%) | N/A | -18.2 | -79.0 | 106.2 | -70.2 | N/A | N/A | N/A | -100.0 | -18.2 | 100.0 | -59.3 | -85.6 | 571.4 | 75.0 | -33.3 | -20.0 | -3.2 | -55.1 | -70.6 | 446.5 | -67.2 | -7.7 | -36.3 | 237.9 | -44.1 | -49.4 | 264.1 | 6.7 | -11.8 | -8.1 | 60.9 | -64.3 | 4.9 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 01/02/1986
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