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Delaware Foundation Growth Allc B (DFGDX)
On
Dec 24
:
8.81
0.03
(0.34%)
MORE ON DFGDX
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Research Reports
Risk
As of 30-Nov-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)
:
11.14%
Worst 1 Yr Total Return
(2008)
:
-31.78%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
DFGDX
Category
Alpha (against Standard Index)
1.57
0.06
Beta (against Standard Index)
0.83
1.00
Mean Annual Return
-2.71
-0.33
R-squared (against Standard Index)
93
95.82
Standard Deviation
16.97
20.42
Sharpe Ratio
-0.21
N/A
Treynor Ratio
-6.03
N/A
5 Years
Statistic
DFGDX
Category
Alpha (against Standard Index)
0.97
0.04
Beta (against Standard Index)
0.83
1.01
Mean Annual Return
2.20
0.17
R-squared (against Standard Index)
92
95.19
Standard Deviation
13.87
16.64
Sharpe Ratio
0.01
N/A
Treynor Ratio
-0.95
N/A
10 Years
Statistic
DFGDX
Category
Alpha (against Standard Index)
1.02
0.81
Beta (against Standard Index)
0.82
0.96
Mean Annual Return
1.23
0.14
R-squared (against Standard Index)
93
91.13
Standard Deviation
13.72
16.39
Sharpe Ratio
-0.05
N/A
Treynor Ratio
-2.08
N/A
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