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Delaware Corporate Bond Inst (DGCIX)
On
Dec 8
:
5.81
0.02
(0.35%)
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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)
:
7.35%
Worst 1 Yr Total Return
(2008)
:
-8.22%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
DGCIX
Category
Alpha (against Standard Index)
-2.10
-1.72
Beta (against Standard Index)
1.77
1.02
Mean Annual Return
6.86
0.39
R-squared (against Standard Index)
54
59.27
Standard Deviation
9.73
5.93
Sharpe Ratio
0.48
N/A
Treynor Ratio
2.51
N/A
5 Years
Statistic
DGCIX
Category
Alpha (against Standard Index)
-0.19
-1.05
Beta (against Standard Index)
1.61
0.98
Mean Annual Return
5.91
0.33
R-squared (against Standard Index)
56
61.87
Standard Deviation
7.85
4.88
Sharpe Ratio
0.39
N/A
Treynor Ratio
1.79
N/A
10 Years
Statistic
DGCIX
Category
Alpha (against Standard Index)
0.43
-0.65
Beta (against Standard Index)
1.37
0.96
Mean Annual Return
7.87
0.45
R-squared (against Standard Index)
56
71.12
Standard Deviation
6.79
4.47
Sharpe Ratio
0.71
N/A
Treynor Ratio
3.59
N/A
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