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    Driehaus Active Income (LCMAX)

    10.12 Down 0.02(0.20%) Feb 17

    Risk as of Jan 30, 2017Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:2
    Number of Years Up8
    Number of Years Down3
    Best 1 Yr Total Return(Dec 30, 2009):22.12%
    Worst 1 Yr Total Return(Dec 30, 2011):-5.61%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)1.490.86
    Beta (against Standard Index)-0.210.25
    Mean Annual Return0.090.14
    R-squared (against Standard Index)3.8813.45
    Standard Deviation3.163.52
    Sharpe Ratio0.310.47
    Treynor Ratio-4.4130.16
    5 Years
    Alpha (against Standard Index)2.631.09
    Beta (against Standard Index)-0.180.37
    Mean Annual Return0.200.16
    R-squared (against Standard Index)3.1911.99
    Standard Deviation2.933.87
    Sharpe Ratio0.780.59
    Treynor Ratio-12.538.00
    10 Years
    Alpha (against Standard Index)2.992.99
    Beta (against Standard Index)-0.01-0.01
    Mean Annual Return0.300.30
    R-squared (against Standard Index)0.000.00
    Standard Deviation4.584.58
    Sharpe Ratio0.640.64
    Treynor Ratio-475.70-475.70