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Delaware Global Value A (DABAX)
On
Dec 4
:
8.16
0.01
(0.12%)
MORE ON DABAX
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Research Reports
Risk
As of 31-Oct-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)
:
28.61%
Worst 1 Yr Total Return
(2008)
:
-42.66%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
DABAX
Category
Alpha (against Standard Index)
-4.10
-0.56
Beta (against Standard Index)
0.95
0.91
Mean Annual Return
-8.74
-0.21
R-squared (against Standard Index)
93
90.41
Standard Deviation
23.55
22.89
Sharpe Ratio
-0.37
N/A
Treynor Ratio
-11.76
N/A
5 Years
Statistic
DABAX
Category
Alpha (against Standard Index)
-1.41
-1.40
Beta (against Standard Index)
0.95
0.90
Mean Annual Return
3.44
0.44
R-squared (against Standard Index)
91
89.02
Standard Deviation
19.65
19.07
Sharpe Ratio
0.12
N/A
Treynor Ratio
0.44
N/A
10 Years
Statistic
DABAX
Category
Alpha (against Standard Index)
2.59
0.66
Beta (against Standard Index)
0.86
0.93
Mean Annual Return
4.76
0.36
R-squared (against Standard Index)
82
79.68
Standard Deviation
17.09
19.07
Sharpe Ratio
0.19
N/A
Treynor Ratio
2.08
N/A
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