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Delaware Foundation Cnsrv Allc R (DFIRX)
On
Feb 9
:
9.30
0.06
(0.65%)
MORE ON DFIRX
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Research Reports
Risk
As of 31-Jan-10
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2009)
:
25.15%
Worst 1 Yr Total Return
(2008)
:
-14.64%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
DFIRX
Category
Alpha (against Standard Index)
1.89
-0.63
Beta (against Standard Index)
0.74
0.75
Mean Annual Return
2.89
0.07
R-squared (against Standard Index)
92
88.16
Standard Deviation
10.16
10.66
Sharpe Ratio
0.14
N/A
Treynor Ratio
1.24
N/A
5 Years
Statistic
DFIRX
Category
Alpha (against Standard Index)
0.26
-1.30
Beta (against Standard Index)
0.73
0.72
Mean Annual Return
4.48
0.26
R-squared (against Standard Index)
91
86.61
Standard Deviation
8.17
8.33
Sharpe Ratio
0.23
N/A
Treynor Ratio
2.15
N/A
10 Years
Statistic
DFIRX
Category
Alpha (against Standard Index)
-0.48
-0.88
Beta (against Standard Index)
0.73
0.72
Mean Annual Return
3.87
0.30
R-squared (against Standard Index)
92
79.74
Standard Deviation
7.51
8.03
Sharpe Ratio
0.17
N/A
Treynor Ratio
1.41
N/A
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