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Delaware Emerging Markets A (DEMAX)
On
Nov 27
:
12.82
0.37
(2.81%)
MORE ON DEMAX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Low
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
40.61%
Worst 1 Yr Total Return
(2008)
:
-50.70%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
DEMAX
Category
Alpha (against Standard Index)
15.80
12.35
Beta (against Standard Index)
1.24
1.29
Mean Annual Return
7.46
0.71
R-squared (against Standard Index)
88
87.52
Standard Deviation
31.55
33.07
Sharpe Ratio
0.31
N/A
Treynor Ratio
4.08
N/A
5 Years
Statistic
DEMAX
Category
Alpha (against Standard Index)
9.82
9.15
Beta (against Standard Index)
1.24
1.29
Mean Annual Return
15.23
1.44
R-squared (against Standard Index)
87
85.78
Standard Deviation
26.41
27.65
Sharpe Ratio
0.56
N/A
Treynor Ratio
9.82
N/A
10 Years
Statistic
DEMAX
Category
Alpha (against Standard Index)
12.60
9.81
Beta (against Standard Index)
1.12
1.23
Mean Annual Return
14.57
1.14
R-squared (against Standard Index)
77
76.71
Standard Deviation
23.04
25.41
Sharpe Ratio
0.58
N/A
Treynor Ratio
10.33
N/A
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