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Delaware Diversified Income C (DPCFX)
On
Dec 7
:
9.35
0.01
(0.11%)
MORE ON DPCFX
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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)
:
8.69%
Worst 1 Yr Total Return
(2008)
:
-4.93%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
DPCFX
Category
Alpha (against Standard Index)
0.87
-1.72
Beta (against Standard Index)
1.17
1.02
Mean Annual Return
7.85
0.39
R-squared (against Standard Index)
50
59.27
Standard Deviation
6.69
5.93
Sharpe Ratio
0.79
N/A
Treynor Ratio
4.62
N/A
5 Years
Statistic
DPCFX
Category
Alpha (against Standard Index)
0.86
-1.05
Beta (against Standard Index)
1.07
0.98
Mean Annual Return
6.02
0.33
R-squared (against Standard Index)
49
61.87
Standard Deviation
5.53
4.88
Sharpe Ratio
0.54
N/A
Treynor Ratio
2.79
N/A
10 Years
Statistic
DPCFX
Category
Alpha (against Standard Index)
1.60
-0.65
Beta (against Standard Index)
0.96
0.96
Mean Annual Return
7.82
0.45
R-squared (against Standard Index)
53
71.12
Standard Deviation
4.91
4.47
Sharpe Ratio
0.95
N/A
Treynor Ratio
5.05
N/A
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