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Transamerica Partners Instl Mid Value (DIMVX)
On
Dec 17
:
11.84
0.12
(1.00%)
MORE ON DIMVX
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Research Reports
Risk
As of 30-Nov-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
(2004)
:
25.08%
Worst 1 Yr Total Return
(2008)
:
-37.87%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
DIMVX
Category
Alpha (against Standard Index)
0.06
0.96
Beta (against Standard Index)
1.08
1.15
Mean Annual Return
-6.61
-0.33
R-squared (against Standard Index)
95
89.96
Standard Deviation
21.91
24.07
Sharpe Ratio
-0.30
N/A
Treynor Ratio
-8.25
N/A
5 Years
Statistic
DIMVX
Category
Alpha (against Standard Index)
1.28
1.28
Beta (against Standard Index)
1.08
1.16
Mean Annual Return
1.60
0.26
R-squared (against Standard Index)
94
88.97
Standard Deviation
17.86
19.80
Sharpe Ratio
0.02
N/A
Treynor Ratio
-1.29
N/A
10 Years
Statistic
DIMVX
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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