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Driehaus International Discovery (DRIDX)
On
Dec 3
:
27.47
0.11
(0.40%)
MORE ON DRIDX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2005)
:
43.97%
Worst 1 Yr Total Return
(2008)
:
-55.07%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
DRIDX
Category
Alpha (against Standard Index)
3.69
1.52
Beta (against Standard Index)
1.16
1.11
Mean Annual Return
-4.27
-0.12
R-squared (against Standard Index)
85
90.62
Standard Deviation
30.17
27.95
Sharpe Ratio
-0.06
N/A
Treynor Ratio
-5.76
N/A
5 Years
Statistic
DRIDX
Category
Alpha (against Standard Index)
4.15
2.54
Beta (against Standard Index)
1.19
1.12
Mean Annual Return
8.71
0.84
R-squared (against Standard Index)
83
89.46
Standard Deviation
25.84
23.55
Sharpe Ratio
0.35
N/A
Treynor Ratio
4.78
N/A
10 Years
Statistic
DRIDX
Category
Alpha (against Standard Index)
10.85
3.59
Beta (against Standard Index)
1.18
1.13
Mean Annual Return
11.15
0.61
R-squared (against Standard Index)
54
75.55
Standard Deviation
29.04
23.55
Sharpe Ratio
0.40
N/A
Treynor Ratio
6.94
N/A
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