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Delaware Large Cap Value C (DECCX)
On
Dec 24
:
13.27
0.06
(0.45%)
MORE ON DECCX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2006)
:
22.55%
Worst 1 Yr Total Return
(2008)
:
-34.92%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
DECCX
Category
Alpha (against Standard Index)
-4.84
-1.37
Beta (against Standard Index)
0.90
1.02
Mean Annual Return
-9.50
-0.45
R-squared (against Standard Index)
90
94.58
Standard Deviation
18.71
20.79
Sharpe Ratio
-0.56
N/A
Treynor Ratio
-13.11
N/A
5 Years
Statistic
DECCX
Category
Alpha (against Standard Index)
-2.20
-0.29
Beta (against Standard Index)
0.91
1.01
Mean Annual Return
-1.29
0.14
R-squared (against Standard Index)
89
93.49
Standard Deviation
15.38
16.81
Sharpe Ratio
-0.20
N/A
Treynor Ratio
-4.73
N/A
10 Years
Statistic
DECCX
Category
Alpha (against Standard Index)
0.35
2.74
Beta (against Standard Index)
0.81
0.88
Mean Annual Return
0.40
0.31
R-squared (against Standard Index)
78
81.33
Standard Deviation
14.84
15.97
Sharpe Ratio
-0.09
N/A
Treynor Ratio
-3.13
N/A
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