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Delaware American Services R (DASRX)
On
Dec 2
:
12.94
0.05
(0.39%)
MORE ON DASRX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
2
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
14.68%
Worst 1 Yr Total Return
(2008)
:
-45.71%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
DASRX
Category
Alpha (against Standard Index)
-2.56
3.31
Beta (against Standard Index)
1.06
1.09
Mean Annual Return
-10.27
-0.23
R-squared (against Standard Index)
90
84.23
Standard Deviation
21.84
23.37
Sharpe Ratio
-0.49
N/A
Treynor Ratio
-11.97
N/A
5 Years
Statistic
DASRX
Category
Alpha (against Standard Index)
-1.00
2.25
Beta (against Standard Index)
1.10
1.13
Mean Annual Return
-1.34
0.31
R-squared (against Standard Index)
85
81.04
Standard Deviation
18.93
20.00
Sharpe Ratio
-0.13
N/A
Treynor Ratio
-3.96
N/A
10 Years
Statistic
DASRX
Category
Alpha (against Standard Index)
N/A
4.42
Beta (against Standard Index)
N/A
1.13
Mean Annual Return
N/A
0.37
R-squared (against Standard Index)
N/A
60.91
Standard Deviation
N/A
23.71
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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