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Delaware Global Value B (DABBX)
On
Dec 28
:
8.02
0.02
(0.25%)
MORE ON DABBX
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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)
:
27.59%
Worst 1 Yr Total Return
(2008)
:
-43.06%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
DABBX
Category
Alpha (against Standard Index)
-2.99
0.27
Beta (against Standard Index)
0.96
0.91
Mean Annual Return
-8.11
-0.17
R-squared (against Standard Index)
92
90.08
Standard Deviation
23.82
22.93
Sharpe Ratio
-0.33
N/A
Treynor Ratio
-10.85
N/A
5 Years
Statistic
DABBX
Category
Alpha (against Standard Index)
-1.44
-0.86
Beta (against Standard Index)
0.95
0.90
Mean Annual Return
2.48
0.41
R-squared (against Standard Index)
90
88.40
Standard Deviation
19.59
18.93
Sharpe Ratio
0.08
N/A
Treynor Ratio
-0.53
N/A
10 Years
Statistic
DABBX
Category
Alpha (against Standard Index)
2.46
0.53
Beta (against Standard Index)
0.86
0.92
Mean Annual Return
4.47
0.33
R-squared (against Standard Index)
82
79.83
Standard Deviation
17.18
18.84
Sharpe Ratio
0.18
N/A
Treynor Ratio
1.79
N/A
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