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    Domini Social Equity A (DSEPX)

    7.35 Down 0.06(0.81%) Sep 29

    Risk as of Aug 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up6
    Number of Years Down1
    Best 1 Yr Total Return(Dec 30, 2009):35.54%
    Worst 1 Yr Total Return(Dec 30, 2015):-7.38%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticDSEPXCategory
    Alpha (against Standard Index)-4.02-2.06
    Beta (against Standard Index)1.051.00
    Mean Annual Return0.730.85
    R-squared (against Standard Index)91.2193.46
    Standard Deviation11.9211.26
    Sharpe Ratio0.730.90
    Treynor Ratio7.929.99
    5 Years
    StatisticDSEPXCategory
    Alpha (against Standard Index)-4.35-1.85
    Beta (against Standard Index)1.061.02
    Mean Annual Return0.921.08
    R-squared (against Standard Index)93.0794.56
    Standard Deviation12.9212.33
    Sharpe Ratio0.851.05
    Treynor Ratio9.9712.60
    10 Years
    StatisticDSEPXCategory
    Alpha (against Standard Index)-1.68-0.80
    Beta (against Standard Index)1.041.00
    Mean Annual Return0.590.64
    R-squared (against Standard Index)95.6895.42
    Standard Deviation16.2915.71
    Sharpe Ratio0.380.44
    Treynor Ratio4.835.77