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Delaware Core Plus Bond B (DEGBX)
On
Dec 2
:
7.93
0.00
(0.00%)
MORE ON DEGBX
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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
(2007)
:
4.41%
Worst 1 Yr Total Return
(2008)
:
-2.39%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
DEGBX
Category
Alpha (against Standard Index)
-0.48
-1.72
Beta (against Standard Index)
1.11
1.02
Mean Annual Return
6.22
0.39
R-squared (against Standard Index)
64
59.27
Standard Deviation
5.56
5.93
Sharpe Ratio
0.66
N/A
Treynor Ratio
3.42
N/A
5 Years
Statistic
DEGBX
Category
Alpha (against Standard Index)
-0.86
-1.05
Beta (against Standard Index)
1.13
0.98
Mean Annual Return
4.39
0.33
R-squared (against Standard Index)
70
61.87
Standard Deviation
4.84
4.88
Sharpe Ratio
0.29
N/A
Treynor Ratio
1.21
N/A
10 Years
Statistic
DEGBX
Category
Alpha (against Standard Index)
-1.30
-0.65
Beta (against Standard Index)
1.09
0.96
Mean Annual Return
5.22
0.45
R-squared (against Standard Index)
81
71.12
Standard Deviation
4.55
4.47
Sharpe Ratio
0.49
N/A
Treynor Ratio
2.06
N/A
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