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Delaware Dividend Income Instl (DDIIX)
On
Dec 22
:
9.34
0.09
(0.95%)
MORE ON DDIIX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2006)
:
19.84%
Worst 1 Yr Total Return
(2008)
:
-32.31%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
DDIIX
Category
Alpha (against Standard Index)
-4.59
-2.96
Beta (against Standard Index)
1.25
1.07
Mean Annual Return
-4.27
-0.09
R-squared (against Standard Index)
89
93.10
Standard Deviation
17.51
14.78
Sharpe Ratio
-0.29
N/A
Treynor Ratio
-5.25
N/A
5 Years
Statistic
DDIIX
Category
Alpha (against Standard Index)
-2.99
-2.53
Beta (against Standard Index)
1.23
1.06
Mean Annual Return
1.83
0.24
R-squared (against Standard Index)
88
92.17
Standard Deviation
14.16
11.94
Sharpe Ratio
-0.01
N/A
Treynor Ratio
-0.94
N/A
10 Years
Statistic
DDIIX
Category
Alpha (against Standard Index)
0.44
-2.27
Beta (against Standard Index)
1.10
1.06
Mean Annual Return
5.40
0.27
R-squared (against Standard Index)
81
86.88
Standard Deviation
12.19
11.38
Sharpe Ratio
0.26
N/A
Treynor Ratio
2.24
N/A
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