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Dunham Loss Averse Equity Income N (DNAVX)

9.55 Down 0.01(0.10%) Sep 19

Risk as of Aug 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up2
Number of Years Down1
Best 1 Yr Total Return(Dec 30, 2012):5.14%
Worst 1 Yr Total Return(Dec 30, 2011):-1.96%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)-6.14-2.56
Beta (against Standard Index)0.470.57
Mean Annual Return0.260.71
R-squared (against Standard Index)54.6165.37
Standard Deviation7.408.34
Sharpe Ratio0.411.02
Treynor Ratio5.9715.22
5 Years
Alpha (against Standard Index)N/A-1.84
Beta (against Standard Index)N/A0.62
Mean Annual ReturnN/A0.71
R-squared (against Standard Index)N/A70.58
Standard DeviationN/A10.00
Sharpe RatioN/A0.84
Treynor RatioN/A14.46
10 Years
Alpha (against Standard Index)N/A0.41
Beta (against Standard Index)N/A0.64
Mean Annual ReturnN/A0.57
R-squared (against Standard Index)N/A66.32
Standard DeviationN/A11.46
Sharpe RatioN/A0.45
Treynor RatioN/A3.90