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Dean Small Cap Value (DASCX)
On
Dec 24
:
8.98
0.04
(0.45%)
MORE ON DASCX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2004)
:
17.45%
Worst 1 Yr Total Return
(2008)
:
-32.79%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
DASCX
Category
Alpha (against Standard Index)
1.79
-0.27
Beta (against Standard Index)
1.30
1.17
Mean Annual Return
-7.79
-0.44
R-squared (against Standard Index)
81
84.58
Standard Deviation
28.60
25.23
Sharpe Ratio
-0.22
N/A
Treynor Ratio
-7.74
N/A
5 Years
Statistic
DASCX
Category
Alpha (against Standard Index)
-0.11
0.26
Beta (against Standard Index)
1.30
1.19
Mean Annual Return
-1.11
0.18
R-squared (against Standard Index)
80
81.92
Standard Deviation
23.36
21.20
Sharpe Ratio
-0.06
N/A
Treynor Ratio
-3.14
N/A
10 Years
Statistic
DASCX
Category
Alpha (against Standard Index)
7.34
8.93
Beta (against Standard Index)
1.05
0.95
Mean Annual Return
5.83
0.82
R-squared (against Standard Index)
62
64.94
Standard Deviation
21.44
19.09
Sharpe Ratio
0.24
N/A
Treynor Ratio
2.78
N/A
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