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Delaware Diversified Income Instl (DPFFX)
On
Jan 6
:
9.42
0.02
(0.21%)
MORE ON DPFFX
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Risk
As of 30-Nov-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)
:
9.76%
Worst 1 Yr Total Return
(2008)
:
-3.84%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
DPFFX
Category
Alpha (against Standard Index)
1.68
-1.73
Beta (against Standard Index)
1.17
1.02
Mean Annual Return
8.80
0.39
R-squared (against Standard Index)
50
59.65
Standard Deviation
6.72
5.93
Sharpe Ratio
0.94
N/A
Treynor Ratio
5.56
N/A
5 Years
Statistic
DPFFX
Category
Alpha (against Standard Index)
1.31
-1.13
Beta (against Standard Index)
1.12
0.98
Mean Annual Return
7.09
0.35
R-squared (against Standard Index)
52
61.85
Standard Deviation
5.58
4.90
Sharpe Ratio
0.72
N/A
Treynor Ratio
3.68
N/A
10 Years
Statistic
DPFFX
Category
Alpha (against Standard Index)
2.51
-0.67
Beta (against Standard Index)
0.97
0.96
Mean Annual Return
8.95
0.46
R-squared (against Standard Index)
53
70.95
Standard Deviation
4.95
4.48
Sharpe Ratio
1.16
N/A
Treynor Ratio
6.24
N/A
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