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Dunham Real Estate Stock N (DNREX)
On
Dec 16
:
10.34
0.08
(0.78%)
MORE ON DNREX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
2
Number of Years Down:
2
Best 1 Yr Total Return
(2006)
:
29.94%
Worst 1 Yr Total Return
(2008)
:
-36.91%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
DNREX
Category
Alpha (against Standard Index)
-1.19
-1.50
Beta (against Standard Index)
1.59
1.61
Mean Annual Return
-15.41
-0.77
R-squared (against Standard Index)
65
67.75
Standard Deviation
39.24
38.87
Sharpe Ratio
-0.28
N/A
Treynor Ratio
-11.10
N/A
5 Years
Statistic
DNREX
Category
Alpha (against Standard Index)
N/A
2.65
Beta (against Standard Index)
N/A
1.60
Mean Annual Return
N/A
0.34
R-squared (against Standard Index)
N/A
66.27
Standard Deviation
N/A
31.51
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
10 Years
Statistic
DNREX
Category
Alpha (against Standard Index)
N/A
11.10
Beta (against Standard Index)
N/A
0.89
Mean Annual Return
N/A
1.01
R-squared (against Standard Index)
N/A
36.04
Standard Deviation
N/A
24.18
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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