Dow Down0.09% Nasdaq Up0.30%

Domini Social Equity Inv (DSEFX)

41.42 Up 0.08(0.19%) Jul 28

Risk as of Jun 29, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:4
Number of Years Up18
Number of Years Down6
Best 1 Yr Total Return(Dec 30, 2009):35.56%
Worst 1 Yr Total Return(Dec 30, 2008):-37.88%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticDSEFXCategory
Alpha (against Standard Index)-4.32-1.98
Beta (against Standard Index)1.031.00
Mean Annual Return0.640.81
R-squared (against Standard Index)92.5093.89
Standard Deviation12.0611.60
Sharpe Ratio0.630.84
Treynor Ratio6.959.44
5 Years
StatisticDSEFXCategory
Alpha (against Standard Index)-4.56-2.04
Beta (against Standard Index)1.051.02
Mean Annual Return0.690.87
R-squared (against Standard Index)93.8294.84
Standard Deviation13.1212.75
Sharpe Ratio0.620.82
Treynor Ratio7.219.88
10 Years
StatisticDSEFXCategory
Alpha (against Standard Index)-1.92-0.90
Beta (against Standard Index)1.041.00
Mean Annual Return0.560.62
R-squared (against Standard Index)95.8295.39
Standard Deviation16.2415.68
Sharpe Ratio0.360.42
Treynor Ratio4.425.50