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DoubleLine Multi-Asset Growth I (DMLIX)

9.20 Up 0.02(0.22%) Jul 22

Risk as of Jun 29, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:1
Number of Years Up4
Number of Years Down1
Best 1 Yr Total Return(Dec 30, 2013):4.49%
Worst 1 Yr Total Return(Dec 30, 2015):-1.09%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticDMLIXCategory
Alpha (against Standard Index)-1.55-2.43
Beta (against Standard Index)0.820.91
Mean Annual Return0.260.23
R-squared (against Standard Index)74.1169.68
Standard Deviation6.707.75
Sharpe Ratio0.460.36
Treynor Ratio3.532.91
5 Years
StatisticDMLIXCategory
Alpha (against Standard Index)-0.16-2.17
Beta (against Standard Index)0.500.86
Mean Annual Return0.240.25
R-squared (against Standard Index)49.2470.75
Standard Deviation5.578.07
Sharpe Ratio0.500.38
Treynor Ratio5.311.28
10 Years
StatisticDMLIXCategory
Alpha (against Standard Index)N/A-1.38
Beta (against Standard Index)N/A0.86
Mean Annual ReturnN/A0.34
R-squared (against Standard Index)N/A76.84
Standard DeviationN/A9.69
Sharpe RatioN/A0.36
Treynor RatioN/A4.01