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Delaware Large Cap Core A (DDCAX)
On
Dec 2
:
7.09
0.00
(0.00%)
MORE ON DDCAX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
1
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
7.73%
Worst 1 Yr Total Return
(2008)
:
-36.77%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
DDCAX
Category
Alpha (against Standard Index)
-0.42
0.38
Beta (against Standard Index)
0.97
1.00
Mean Annual Return
-7.11
-0.41
R-squared (against Standard Index)
98
95.50
Standard Deviation
19.14
20.09
Sharpe Ratio
-0.41
N/A
Treynor Ratio
-9.83
N/A
5 Years
Statistic
DDCAX
Category
Alpha (against Standard Index)
N/A
0.26
Beta (against Standard Index)
N/A
1.01
Mean Annual Return
N/A
0.16
R-squared (against Standard Index)
N/A
94.84
Standard Deviation
N/A
16.47
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
10 Years
Statistic
DDCAX
Category
Alpha (against Standard Index)
N/A
0.84
Beta (against Standard Index)
N/A
0.97
Mean Annual Return
N/A
0.11
R-squared (against Standard Index)
N/A
91.16
Standard Deviation
N/A
16.35
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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