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Delaware Corporate Bond A (DGCAX)
On
Dec 24
:
5.80
0.01
(0.17%)
MORE ON DGCAX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
7.09%
Worst 1 Yr Total Return
(2008)
:
-8.41%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
DGCAX
Category
Alpha (against Standard Index)
-2.38
-1.73
Beta (against Standard Index)
1.72
1.02
Mean Annual Return
6.55
0.39
R-squared (against Standard Index)
53
59.65
Standard Deviation
9.62
5.93
Sharpe Ratio
0.47
N/A
Treynor Ratio
2.49
N/A
5 Years
Statistic
DGCAX
Category
Alpha (against Standard Index)
-0.71
-1.13
Beta (against Standard Index)
1.59
0.98
Mean Annual Return
6.03
0.35
R-squared (against Standard Index)
55
61.85
Standard Deviation
7.77
4.90
Sharpe Ratio
0.41
N/A
Treynor Ratio
1.92
N/A
10 Years
Statistic
DGCAX
Category
Alpha (against Standard Index)
0.10
-0.67
Beta (against Standard Index)
1.35
0.96
Mean Annual Return
7.68
0.46
R-squared (against Standard Index)
56
70.95
Standard Deviation
6.74
4.48
Sharpe Ratio
0.70
N/A
Treynor Ratio
3.51
N/A
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