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Dunham Small Cap Value A (DASVX)
On
Dec 21
:
8.45
0.10
(1.20%)
MORE ON DASVX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Number of Years Up:
0
Number of Years Down:
1
Best 1 Yr Total Return
(2008)
:
-34.10%
Worst 1 Yr Total Return
(2008)
:
-34.10%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
DASVX
Category
Alpha (against Standard Index)
-2.38
-0.27
Beta (against Standard Index)
1.21
1.17
Mean Annual Return
-10.47
-0.44
R-squared (against Standard Index)
87
84.58
Standard Deviation
25.73
25.23
Sharpe Ratio
-0.38
N/A
Treynor Ratio
-10.56
N/A
5 Years
Statistic
DASVX
Category
Alpha (against Standard Index)
N/A
0.26
Beta (against Standard Index)
N/A
1.19
Mean Annual Return
N/A
0.18
R-squared (against Standard Index)
N/A
81.92
Standard Deviation
N/A
21.20
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
10 Years
Statistic
DASVX
Category
Alpha (against Standard Index)
N/A
8.93
Beta (against Standard Index)
N/A
0.95
Mean Annual Return
N/A
0.82
R-squared (against Standard Index)
N/A
64.94
Standard Deviation
N/A
19.09
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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