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Delaware Corporate Bond C (DGCCX)
On
Dec 4
:
5.78
0.02
(0.34%)
MORE ON DGCCX
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Risk
As of 31-Oct-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)
:
6.31%
Worst 1 Yr Total Return
(2008)
:
-9.14%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
DGCCX
Category
Alpha (against Standard Index)
-2.97
-1.72
Beta (against Standard Index)
1.73
1.02
Mean Annual Return
5.79
0.39
R-squared (against Standard Index)
53
59.27
Standard Deviation
9.66
5.93
Sharpe Ratio
0.38
N/A
Treynor Ratio
1.95
N/A
5 Years
Statistic
DGCCX
Category
Alpha (against Standard Index)
-1.13
-1.05
Beta (against Standard Index)
1.58
0.98
Mean Annual Return
4.85
0.33
R-squared (against Standard Index)
55
61.87
Standard Deviation
7.79
4.88
Sharpe Ratio
0.26
N/A
Treynor Ratio
1.16
N/A
10 Years
Statistic
DGCCX
Category
Alpha (against Standard Index)
-0.53
-0.65
Beta (against Standard Index)
1.35
0.96
Mean Annual Return
6.79
0.45
R-squared (against Standard Index)
56
71.12
Standard Deviation
6.75
4.47
Sharpe Ratio
0.57
N/A
Treynor Ratio
2.83
N/A
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