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Delaware Diversified Income B (DPBFX)
On
Dec 7
:
9.33
0.01
(0.11%)
MORE ON DPBFX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2004)
:
8.68%
Worst 1 Yr Total Return
(2008)
:
-4.93%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
DPBFX
Category
Alpha (against Standard Index)
0.84
-1.72
Beta (against Standard Index)
1.18
1.02
Mean Annual Return
7.82
0.39
R-squared (against Standard Index)
50
59.27
Standard Deviation
6.72
5.93
Sharpe Ratio
0.79
N/A
Treynor Ratio
4.59
N/A
5 Years
Statistic
DPBFX
Category
Alpha (against Standard Index)
0.81
-1.05
Beta (against Standard Index)
1.08
0.98
Mean Annual Return
5.98
0.33
R-squared (against Standard Index)
49
61.87
Standard Deviation
5.56
4.88
Sharpe Ratio
0.53
N/A
Treynor Ratio
2.73
N/A
10 Years
Statistic
DPBFX
Category
Alpha (against Standard Index)
1.57
-0.65
Beta (against Standard Index)
0.96
0.96
Mean Annual Return
7.80
0.45
R-squared (against Standard Index)
53
71.12
Standard Deviation
4.93
4.47
Sharpe Ratio
0.95
N/A
Treynor Ratio
5.01
N/A
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