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DoubleLine Core Fixed Income I (DBLFX)

10.91 Up 0.03(0.28%) Feb 24

Risk as of Jan 30, 2017Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up5
Number of Years Down1
Best 1 Yr Total Return(Dec 30, 2011):11.45%
Worst 1 Yr Total Return(Dec 30, 2013):-1.20%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)1.210.07
Beta (against Standard Index)0.870.88
Mean Annual Return0.290.20
R-squared (against Standard Index)87.8385.17
Standard Deviation2.722.84
Sharpe Ratio1.220.80
Treynor Ratio3.862.58
5 Years
Alpha (against Standard Index)1.460.46
Beta (against Standard Index)0.940.92
Mean Annual Return0.290.20
R-squared (against Standard Index)86.8984.75
Standard Deviation2.932.92
Sharpe Ratio1.140.79
Treynor Ratio3.552.56
10 Years
Alpha (against Standard Index)N/A0.08
Beta (against Standard Index)N/A0.93
Mean Annual ReturnN/A0.35
R-squared (against Standard Index)N/A66.10
Standard DeviationN/A3.95
Sharpe RatioN/A0.92
Treynor RatioN/A3.84