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    DoubleLine Core Fixed Income I (DBLFX)

    10.90 Up 0.02(0.18%) Jul 2

    Risk as of May 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up3
    Number of Years Down1
    Best 1 Yr Total Return(Dec 30, 2011):11.45%
    Worst 1 Yr Total Return(Dec 30, 2013):-1.20%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)1.690.66
    Beta (against Standard Index)0.990.94
    Mean Annual Return0.330.23
    R-squared (against Standard Index)87.8786.08
    Standard Deviation3.022.91
    Sharpe Ratio1.270.94
    Treynor Ratio3.913.09
    5 Years
    Alpha (against Standard Index)N/A0.70
    Beta (against Standard Index)N/A0.90
    Mean Annual ReturnN/A0.35
    R-squared (against Standard Index)N/A79.04
    Standard DeviationN/A2.88
    Sharpe RatioN/A1.44
    Treynor RatioN/A4.82
    10 Years
    Alpha (against Standard Index)N/A0.04
    Beta (against Standard Index)N/A0.92
    Mean Annual ReturnN/A0.36
    R-squared (against Standard Index)N/A66.17
    Standard DeviationN/A3.88
    Sharpe RatioN/A0.78
    Treynor RatioN/A3.24