Finance Home
-
My Yahoo
-
Yahoo!
-
Help
Friday, December 4, 2009, 1:03AM ET - U.S. Markets open in 8 hours and 27 minutes.
Dow
0.83%
Nasdaq
0.54%
Home
Investing
Market Overview
Market Stats
Stocks
Mutual Funds
ETFs
Bonds
Options
Industries
Currencies
New!
Education
News & Opinion
Markets
Investing Ideas
Expert Advice
Special Editions
Company Finances
Providers
Personal Finance
Banking & Budgeting
Career & Work
College & Education
Family & Home
Insurance
Loans
Real Estate
Retirement
Taxes
How-to Guides
My Portfolios
Sign In to Create/Edit My Portfolios
Free trial of Real-Time Quotes
Tech Ticker
Get Quotes
Finance Search
Allianz RCM Technology D (DGTNX)
On
Dec 3
:
34.88
0.12
(0.34%)
MORE ON DGTNX
Quotes
Summary
Historical Prices
Charts
Interactive
Basic Chart
Basic Tech. Analysis
News & Info
Headlines
Message Board
Fund
Profile
Performance
Holdings
Risk
Purchase Info
Analyst
Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
28.73%
Worst 1 Yr Total Return
(2008)
:
-47.91%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
DGTNX
Category
Alpha (against Standard Index)
9.85
7.86
Beta (against Standard Index)
1.16
1.14
Mean Annual Return
-0.02
0.12
R-squared (against Standard Index)
77
78.24
Standard Deviation
25.68
25.36
Sharpe Ratio
0.04
N/A
Treynor Ratio
-2.10
N/A
5 Years
Statistic
DGTNX
Category
Alpha (against Standard Index)
4.51
3.75
Beta (against Standard Index)
1.19
1.19
Mean Annual Return
3.37
0.43
R-squared (against Standard Index)
70
73.64
Standard Deviation
22.48
22.22
Sharpe Ratio
0.13
N/A
Treynor Ratio
0.29
N/A
10 Years
Statistic
DGTNX
Category
Alpha (against Standard Index)
6.69
2.22
Beta (against Standard Index)
1.47
1.56
Mean Annual Return
0.24
0.10
R-squared (against Standard Index)
48
57.55
Standard Deviation
33.94
33.23
Sharpe Ratio
0.09
N/A
Treynor Ratio
-1.86
N/A
Add to Portfolio
Set Alert
Email to a Friend
Get
Risk
for Another Symbol:
Symbol Lookup
Help with Risk Statistics
Planning Center