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Delaware Intl Value Equity B (DEIEX)
On
Dec 24
:
11.22
0.03
(0.27%)
MORE ON DEIEX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
22.02%
Worst 1 Yr Total Return
(2008)
:
-42.93%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
DEIEX
Category
Alpha (against Standard Index)
-1.23
-0.21
Beta (against Standard Index)
0.98
1.01
Mean Annual Return
-6.59
-0.25
R-squared (against Standard Index)
94
95.18
Standard Deviation
24.09
24.76
Sharpe Ratio
-0.25
N/A
Treynor Ratio
-9.09
N/A
5 Years
Statistic
DEIEX
Category
Alpha (against Standard Index)
-1.77
-0.52
Beta (against Standard Index)
0.98
1.00
Mean Annual Return
2.20
0.46
R-squared (against Standard Index)
93
94.69
Standard Deviation
19.82
20.25
Sharpe Ratio
0.06
N/A
Treynor Ratio
-0.80
N/A
10 Years
Statistic
DEIEX
Category
Alpha (against Standard Index)
1.76
2.00
Beta (against Standard Index)
0.94
0.98
Mean Annual Return
3.71
0.46
R-squared (against Standard Index)
91
92.23
Standard Deviation
17.68
18.46
Sharpe Ratio
0.13
N/A
Treynor Ratio
0.84
N/A
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