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Davis Government Bond C (DGVCX)
On
Dec 2
:
5.69
0.00
(0.00%)
MORE ON DGVCX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
4.66%
Worst 1 Yr Total Return
(2004)
:
-0.34%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
DGVCX
Category
Alpha (against Standard Index)
0.50
1.08
Beta (against Standard Index)
0.22
0.37
Mean Annual Return
3.81
0.41
R-squared (against Standard Index)
51
48.77
Standard Deviation
1.18
2.20
Sharpe Ratio
1.06
N/A
Treynor Ratio
6.24
N/A
5 Years
Statistic
DGVCX
Category
Alpha (against Standard Index)
-0.77
-0.02
Beta (against Standard Index)
0.25
0.39
Mean Annual Return
2.75
0.31
R-squared (against Standard Index)
55
53.98
Standard Deviation
1.14
1.94
Sharpe Ratio
-0.21
N/A
Treynor Ratio
-1.08
N/A
10 Years
Statistic
DGVCX
Category
Alpha (against Standard Index)
-1.42
-0.11
Beta (against Standard Index)
0.58
0.46
Mean Annual Return
3.41
0.36
R-squared (against Standard Index)
68
65.31
Standard Deviation
2.67
2.21
Sharpe Ratio
0.18
N/A
Treynor Ratio
0.77
N/A
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