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Delaware Extended Duration Bond B (DEEBX)
On
Dec 2
:
5.98
0.00
(0.00%)
MORE ON DEEBX
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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)
:
9.07%
Worst 1 Yr Total Return
(2008)
:
-3.59%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
DEEBX
Category
Alpha (against Standard Index)
-6.31
-3.96
Beta (against Standard Index)
2.99
2.03
Mean Annual Return
6.90
0.52
R-squared (against Standard Index)
76
63.33
Standard Deviation
13.97
10.37
Sharpe Ratio
0.37
N/A
Treynor Ratio
1.50
N/A
5 Years
Statistic
DEEBX
Category
Alpha (against Standard Index)
-2.40
-1.99
Beta (against Standard Index)
2.77
1.79
Mean Annual Return
5.66
0.38
R-squared (against Standard Index)
77
60.43
Standard Deviation
11.57
8.43
Sharpe Ratio
0.27
N/A
Treynor Ratio
0.95
N/A
10 Years
Statistic
DEEBX
Category
Alpha (against Standard Index)
-1.89
-2.12
Beta (against Standard Index)
2.21
1.94
Mean Annual Return
8.04
0.60
R-squared (against Standard Index)
68
62.29
Standard Deviation
10.04
9.24
Sharpe Ratio
0.53
N/A
Treynor Ratio
2.30
N/A
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