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Delaware Extended Duration Bond A (DEEAX)
On
Dec 4
:
5.93
0.04
(0.67%)
MORE ON DEEAX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
10.05%
Worst 1 Yr Total Return
(2008)
:
-2.84%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
DEEAX
Category
Alpha (against Standard Index)
-5.46
-3.96
Beta (against Standard Index)
2.98
2.03
Mean Annual Return
7.76
0.52
R-squared (against Standard Index)
76
63.33
Standard Deviation
13.96
10.37
Sharpe Ratio
0.43
N/A
Treynor Ratio
1.79
N/A
5 Years
Statistic
DEEAX
Category
Alpha (against Standard Index)
-1.65
-1.99
Beta (against Standard Index)
2.76
1.79
Mean Annual Return
6.45
0.38
R-squared (against Standard Index)
76
60.43
Standard Deviation
11.55
8.43
Sharpe Ratio
0.34
N/A
Treynor Ratio
1.24
N/A
10 Years
Statistic
DEEAX
Category
Alpha (against Standard Index)
-1.11
-2.12
Beta (against Standard Index)
2.20
1.94
Mean Annual Return
8.86
0.60
R-squared (against Standard Index)
68
62.29
Standard Deviation
10.03
9.24
Sharpe Ratio
0.60
N/A
Treynor Ratio
2.68
N/A
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