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Comstock Capital Value A (DRCVX)
On
Dec 22
:
2.28
0.01
(0.44%)
MORE ON DRCVX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Number of Years Up:
2
Number of Years Down:
3
Best 1 Yr Total Return
(2008)
:
54.25%
Worst 1 Yr Total Return
(2004)
:
-13.46%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
DRCVX
Category
Alpha (against Standard Index)
-18.22
-19.78
Beta (against Standard Index)
16.66
9.53
Mean Annual Return
3.61
-0.42
R-squared (against Standard Index)
13
5.30
Standard Deviation
22.12
29.78
Sharpe Ratio
0.16
N/A
Treynor Ratio
0.08
N/A
5 Years
Statistic
DRCVX
Category
Alpha (against Standard Index)
-15.37
-14.37
Beta (against Standard Index)
15.64
9.21
Mean Annual Return
-2.27
-0.38
R-squared (against Standard Index)
13
5.17
Standard Deviation
18.23
23.56
Sharpe Ratio
-0.20
N/A
Treynor Ratio
-0.34
N/A
10 Years
Statistic
DRCVX
Category
Alpha (against Standard Index)
-7.80
-5.00
Beta (against Standard Index)
11.98
6.06
Mean Annual Return
0.05
0.12
R-squared (against Standard Index)
4
1.74
Standard Deviation
20.63
25.75
Sharpe Ratio
-0.04
N/A
Treynor Ratio
-0.24
N/A
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