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    Diamond Hill Small Cap A (DHSCX)

    28.39 Down 0.08(0.28%) Feb 9

    Risk as of Jan 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:2
    Number of Years Up10
    Number of Years Down5
    Best 1 Yr Total Return(Dec 30, 2003):50.18%
    Worst 1 Yr Total Return(Dec 30, 2008):-25.99%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-1.89-4.86
    Beta (against Standard Index)0.821.00
    Mean Annual Return0.620.82
    R-squared (against Standard Index)70.2163.70
    Standard Deviation10.7613.41
    Sharpe Ratio0.690.75
    Treynor Ratio8.579.40
    5 Years
    Alpha (against Standard Index)-3.13-5.75
    Beta (against Standard Index)0.951.14
    Mean Annual Return0.620.72
    R-squared (against Standard Index)79.4275.78
    Standard Deviation12.8315.34
    Sharpe Ratio0.580.56
    Treynor Ratio7.126.76
    10 Years
    Alpha (against Standard Index)-1.39-1.56
    Beta (against Standard Index)0.981.16
    Mean Annual Return0.500.65
    R-squared (against Standard Index)82.1680.42
    Standard Deviation16.4619.59
    Sharpe Ratio0.290.34
    Treynor Ratio3.644.30