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Delaware Foundation Growth Allc I (DFGIX)
On
Dec 7
:
9.10
0.01
(0.11%)
MORE ON DFGIX
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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)
:
12.28%
Worst 1 Yr Total Return
(2008)
:
-31.13%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
DFGIX
Category
Alpha (against Standard Index)
2.93
0.38
Beta (against Standard Index)
0.83
1.00
Mean Annual Return
-2.47
-0.41
R-squared (against Standard Index)
93
95.50
Standard Deviation
16.81
20.09
Sharpe Ratio
-0.21
N/A
Treynor Ratio
-5.88
N/A
5 Years
Statistic
DFGIX
Category
Alpha (against Standard Index)
2.28
0.26
Beta (against Standard Index)
0.84
1.01
Mean Annual Return
3.21
0.16
R-squared (against Standard Index)
92
94.84
Standard Deviation
13.85
16.47
Sharpe Ratio
0.08
N/A
Treynor Ratio
0.23
N/A
10 Years
Statistic
DFGIX
Category
Alpha (against Standard Index)
2.25
0.84
Beta (against Standard Index)
0.82
0.97
Mean Annual Return
2.15
0.11
R-squared (against Standard Index)
92
91.16
Standard Deviation
13.70
16.35
Sharpe Ratio
0.01
N/A
Treynor Ratio
-1.00
N/A
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