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Driehaus Emerging Markets Growth (DREGX)
On
Dec 4
:
29.31
0.10
(0.34%)
MORE ON DREGX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
42.36%
Worst 1 Yr Total Return
(2008)
:
-54.45%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
DREGX
Category
Alpha (against Standard Index)
11.93
12.35
Beta (against Standard Index)
1.20
1.29
Mean Annual Return
3.71
0.71
R-squared (against Standard Index)
85
87.52
Standard Deviation
31.26
33.07
Sharpe Ratio
0.20
N/A
Treynor Ratio
1.08
N/A
5 Years
Statistic
DREGX
Category
Alpha (against Standard Index)
12.22
9.15
Beta (against Standard Index)
1.27
1.29
Mean Annual Return
17.77
1.44
R-squared (against Standard Index)
83
85.78
Standard Deviation
27.65
27.65
Sharpe Ratio
0.63
N/A
Treynor Ratio
11.62
N/A
10 Years
Statistic
DREGX
Category
Alpha (against Standard Index)
14.68
9.81
Beta (against Standard Index)
1.26
1.23
Mean Annual Return
15.99
1.14
R-squared (against Standard Index)
69
76.71
Standard Deviation
27.15
25.41
Sharpe Ratio
0.58
N/A
Treynor Ratio
10.37
N/A
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