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Delaware Foundation Growth Allc A (DFGAX)
On
Dec 1
:
9.08
0.14
(1.57%)
MORE ON DFGAX
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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
(2004)
:
11.89%
Worst 1 Yr Total Return
(2008)
:
-31.32%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
DFGAX
Category
Alpha (against Standard Index)
2.66
0.38
Beta (against Standard Index)
0.83
1.00
Mean Annual Return
-2.75
-0.41
R-squared (against Standard Index)
93
95.50
Standard Deviation
16.83
20.09
Sharpe Ratio
-0.22
N/A
Treynor Ratio
-6.21
N/A
5 Years
Statistic
DFGAX
Category
Alpha (against Standard Index)
2.03
0.26
Beta (against Standard Index)
0.84
1.01
Mean Annual Return
2.95
0.16
R-squared (against Standard Index)
92
94.84
Standard Deviation
13.87
16.47
Sharpe Ratio
0.07
N/A
Treynor Ratio
-0.09
N/A
10 Years
Statistic
DFGAX
Category
Alpha (against Standard Index)
2.00
0.84
Beta (against Standard Index)
0.82
0.97
Mean Annual Return
1.89
0.11
R-squared (against Standard Index)
92
91.16
Standard Deviation
13.71
16.35
Sharpe Ratio
-0.01
N/A
Treynor Ratio
-1.32
N/A
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