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DWS EAFE Equity Index Inst (BTAEX)
On
Dec 23
:
12.10
0.18
(1.47%)
MORE ON BTAEX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
25.69%
Worst 1 Yr Total Return
(2008)
:
-42.46%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
BTAEX
Category
Alpha (against Standard Index)
0.16
0.11
Beta (against Standard Index)
1.01
1.02
Mean Annual Return
-5.56
-0.23
R-squared (against Standard Index)
98
95.97
Standard Deviation
24.53
24.84
Sharpe Ratio
-0.20
N/A
Treynor Ratio
-7.72
N/A
5 Years
Statistic
BTAEX
Category
Alpha (against Standard Index)
-0.10
0.08
Beta (against Standard Index)
1.01
1.01
Mean Annual Return
3.99
0.51
R-squared (against Standard Index)
98
95.66
Standard Deviation
20.06
20.38
Sharpe Ratio
0.15
N/A
Treynor Ratio
0.99
N/A
10 Years
Statistic
BTAEX
Category
Alpha (against Standard Index)
-0.53
-0.14
Beta (against Standard Index)
1.00
1.01
Mean Annual Return
1.34
0.28
R-squared (against Standard Index)
98
92.61
Standard Deviation
18.20
18.91
Sharpe Ratio
0.01
N/A
Treynor Ratio
-1.59
N/A
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