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Delaware Extended Duration Bond Inst (DEEIX)
On
Jan 6
:
5.99
0.01
(0.17%)
MORE ON DEEIX
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Risk
As of 30-Nov-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)
:
10.16%
Worst 1 Yr Total Return
(2008)
:
-2.61%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
DEEIX
Category
Alpha (against Standard Index)
-5.88
-4.19
Beta (against Standard Index)
2.96
1.94
Mean Annual Return
7.67
0.49
R-squared (against Standard Index)
76
60.69
Standard Deviation
13.94
10.12
Sharpe Ratio
0.43
N/A
Treynor Ratio
1.82
N/A
5 Years
Statistic
DEEIX
Category
Alpha (against Standard Index)
-2.15
-2.36
Beta (against Standard Index)
2.78
1.75
Mean Annual Return
7.24
0.41
R-squared (against Standard Index)
77
59.74
Standard Deviation
11.56
8.28
Sharpe Ratio
0.40
N/A
Treynor Ratio
1.53
N/A
10 Years
Statistic
DEEIX
Category
Alpha (against Standard Index)
-1.06
-2.17
Beta (against Standard Index)
2.20
1.86
Mean Annual Return
9.29
0.59
R-squared (against Standard Index)
68
61.13
Standard Deviation
10.04
8.92
Sharpe Ratio
0.64
N/A
Treynor Ratio
2.89
N/A
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