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    Deutsche Real Estate Securities Instl (RRRRX)

    20.02 Down 0.10(0.50%) Mar 24

    Risk as of Feb 27, 2017Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up14
    Number of Years Down3
    Best 1 Yr Total Return(Dec 30, 2003):38.91%
    Worst 1 Yr Total Return(Dec 30, 2008):-38.99%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)8.737.25
    Beta (against Standard Index)0.540.61
    Mean Annual Return0.970.88
    R-squared (against Standard Index)15.1423.71
    Standard Deviation14.8713.98
    Sharpe Ratio0.770.76
    Treynor Ratio20.3716.63
    5 Years
    Alpha (against Standard Index)6.855.68
    Beta (against Standard Index)0.540.58
    Mean Annual Return0.960.90
    R-squared (against Standard Index)17.8824.51
    Standard Deviation14.1613.31
    Sharpe Ratio0.810.82
    Treynor Ratio20.2417.92
    10 Years
    Alpha (against Standard Index)2.071.36
    Beta (against Standard Index)1.081.07
    Mean Annual Return0.660.60
    R-squared (against Standard Index)51.5653.43
    Standard Deviation25.6624.96
    Sharpe Ratio0.280.26
    Treynor Ratio3.703.20