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Delaware Diversified Income R (DPRFX)
On
Dec 8
:
9.35
0.01
(0.11%)
MORE ON DPRFX
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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)
:
9.13%
Worst 1 Yr Total Return
(2008)
:
-4.47%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
DPRFX
Category
Alpha (against Standard Index)
1.40
-1.72
Beta (against Standard Index)
1.16
1.02
Mean Annual Return
8.35
0.39
R-squared (against Standard Index)
48
59.27
Standard Deviation
6.73
5.93
Sharpe Ratio
0.86
N/A
Treynor Ratio
5.11
N/A
5 Years
Statistic
DPRFX
Category
Alpha (against Standard Index)
1.35
-1.05
Beta (against Standard Index)
1.06
0.98
Mean Annual Return
6.51
0.33
R-squared (against Standard Index)
48
61.87
Standard Deviation
5.55
4.88
Sharpe Ratio
0.62
N/A
Treynor Ratio
3.28
N/A
10 Years
Statistic
DPRFX
Category
Alpha (against Standard Index)
2.03
-0.65
Beta (against Standard Index)
0.95
0.96
Mean Annual Return
8.26
0.45
R-squared (against Standard Index)
52
71.12
Standard Deviation
4.92
4.47
Sharpe Ratio
1.03
N/A
Treynor Ratio
5.55
N/A
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