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    Diamond Hill Small Cap A (DHSCX)

    33.19 Up 0.04(0.12%) Jul 31

    Risk as of Jun 29, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:1
    Number of Years Up10
    Number of Years Down4
    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)1.32-2.37
    Beta (against Standard Index)0.941.10
    Mean Annual Return1.391.31
    R-squared (against Standard Index)69.4862.97
    Standard Deviation9.6111.88
    Sharpe Ratio1.731.33
    Treynor Ratio18.6614.70
    5 Years
    Alpha (against Standard Index)-2.55-5.29
    Beta (against Standard Index)0.981.22
    Mean Annual Return1.171.26
    R-squared (against Standard Index)83.2781.74
    Standard Deviation12.9416.14
    Sharpe Ratio1.080.94
    Treynor Ratio14.1412.21
    10 Years
    Alpha (against Standard Index)-0.05-0.90
    Beta (against Standard Index)1.011.20
    Mean Annual Return0.730.77
    R-squared (against Standard Index)82.8382.16
    Standard Deviation16.3719.48
    Sharpe Ratio0.450.41
    Treynor Ratio6.245.32