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Diamond Hill Small-Mid Cap I (DHMIX)
On
Dec 21
:
10.24
0.18
(1.79%)
MORE ON DHMIX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
1
Number of Years Down:
2
Best 1 Yr Total Return
(2006)
:
10.18%
Worst 1 Yr Total Return
(2008)
:
-29.77%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
DHMIX
Category
Alpha (against Standard Index)
6.06
0.96
Beta (against Standard Index)
1.21
1.15
Mean Annual Return
-2.40
-0.33
R-squared (against Standard Index)
86
89.96
Standard Deviation
25.80
24.07
Sharpe Ratio
-0.06
N/A
Treynor Ratio
-3.87
N/A
5 Years
Statistic
DHMIX
Category
Alpha (against Standard Index)
N/A
1.28
Beta (against Standard Index)
N/A
1.16
Mean Annual Return
N/A
0.26
R-squared (against Standard Index)
N/A
88.97
Standard Deviation
N/A
19.80
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
10 Years
Statistic
DHMIX
Category
Alpha (against Standard Index)
N/A
7.57
Beta (against Standard Index)
N/A
0.96
Mean Annual Return
N/A
0.70
R-squared (against Standard Index)
N/A
72.92
Standard Deviation
N/A
18.20
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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