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Delaware American Services I (DASIX)
On
Dec 24
:
14.02
0.05
(0.36%)
MORE ON DASIX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
23.68%
Worst 1 Yr Total Return
(2008)
:
-45.45%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
DASIX
Category
Alpha (against Standard Index)
-2.61
2.05
Beta (against Standard Index)
1.05
1.08
Mean Annual Return
-9.00
-0.20
R-squared (against Standard Index)
90
84.21
Standard Deviation
22.05
23.41
Sharpe Ratio
-0.42
N/A
Treynor Ratio
-10.69
N/A
5 Years
Statistic
DASIX
Category
Alpha (against Standard Index)
-1.15
1.56
Beta (against Standard Index)
1.09
1.11
Mean Annual Return
-1.05
0.29
R-squared (against Standard Index)
85
80.86
Standard Deviation
18.89
19.91
Sharpe Ratio
-0.12
N/A
Treynor Ratio
-3.70
N/A
10 Years
Statistic
DASIX
Category
Alpha (against Standard Index)
N/A
3.33
Beta (against Standard Index)
N/A
1.11
Mean Annual Return
N/A
0.32
R-squared (against Standard Index)
N/A
61.70
Standard Deviation
N/A
23.38
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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