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Dupree Intermediate Govt Bond (DPIGX)
On
Dec 28
:
10.02
0.03
(0.30%)
MORE ON DPIGX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
5
Number of Years Down:
0
Best 1 Yr Total Return
(2007)
:
8.18%
Worst 1 Yr Total Return
(2005)
:
2.39%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
DPIGX
Category
Alpha (against Standard Index)
0.47
0.23
Beta (against Standard Index)
0.79
0.76
Mean Annual Return
6.00
0.46
R-squared (against Standard Index)
61
64.12
Standard Deviation
4.16
3.94
Sharpe Ratio
0.87
N/A
Treynor Ratio
4.71
N/A
5 Years
Statistic
DPIGX
Category
Alpha (against Standard Index)
0.17
-0.23
Beta (against Standard Index)
0.82
0.78
Mean Annual Return
5.20
0.39
R-squared (against Standard Index)
67
69.48
Standard Deviation
3.62
3.41
Sharpe Ratio
0.60
N/A
Treynor Ratio
2.70
N/A
10 Years
Statistic
DPIGX
Category
Alpha (against Standard Index)
0.16
-0.47
Beta (against Standard Index)
0.86
0.84
Mean Annual Return
6.10
0.44
R-squared (against Standard Index)
75
78.01
Standard Deviation
3.77
3.66
Sharpe Ratio
0.83
N/A
Treynor Ratio
3.70
N/A
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