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Dryden Asset Allocation M (DAAMX)
On
Dec 9
:
10.71
0.12
(1.11%)
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Number of Years Up:
0
Number of Years Down:
1
Best 1 Yr Total Return
(2008)
:
-27.48%
Worst 1 Yr Total Return
(2008)
:
-27.48%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
DAAMX
Category
Alpha (against Standard Index)
-5.09
-2.88
Beta (against Standard Index)
1.03
1.08
Mean Annual Return
-4.62
-0.13
R-squared (against Standard Index)
97
93.44
Standard Deviation
13.74
14.69
Sharpe Ratio
-0.45
N/A
Treynor Ratio
-6.83
N/A
5 Years
Statistic
DAAMX
Category
Alpha (against Standard Index)
-3.92
-2.47
Beta (against Standard Index)
1.04
1.06
Mean Annual Return
0.64
0.23
R-squared (against Standard Index)
96
92.52
Standard Deviation
11.35
11.89
Sharpe Ratio
-0.15
N/A
Treynor Ratio
-2.30
N/A
10 Years
Statistic
DAAMX
Category
Alpha (against Standard Index)
-3.48
-2.17
Beta (against Standard Index)
1.10
1.05
Mean Annual Return
1.28
0.26
R-squared (against Standard Index)
95
86.72
Standard Deviation
11.23
11.31
Sharpe Ratio
-0.09
N/A
Treynor Ratio
-1.53
N/A
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