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    Dunham Dynamic Macro N (DNAVX)

    10.23 0.00(0.00%) May 1

    Risk as of Mar 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up3
    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
    StatisticDNAVXCategory
    Alpha (against Standard Index)-1.560.02
    Beta (against Standard Index)0.510.48
    Mean Annual Return0.210.33
    R-squared (against Standard Index)44.4453.89
    Standard Deviation4.814.37
    Sharpe Ratio0.520.95
    Treynor Ratio4.6810.30
    5 Years
    StatisticDNAVXCategory
    Alpha (against Standard Index)N/A-0.86
    Beta (against Standard Index)N/A0.54
    Mean Annual ReturnN/A0.31
    R-squared (against Standard Index)N/A59.21
    Standard DeviationN/A6.19
    Sharpe RatioN/A0.66
    Treynor RatioN/A10.21
    10 Years
    StatisticDNAVXCategory
    Alpha (against Standard Index)N/A-1.92
    Beta (against Standard Index)N/A0.81
    Mean Annual ReturnN/A0.34
    R-squared (against Standard Index)N/A69.12
    Standard DeviationN/A9.29
    Sharpe RatioN/A0.27
    Treynor RatioN/A2.68