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Dreman Contrarian Small Cap Value R (DRSVX)
On
Dec 14
:
16.70
0.27
(1.64%)
MORE ON DRSVX
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Research Reports
Risk
As of 30-Nov-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
(2006)
:
30.70%
Worst 1 Yr Total Return
(2008)
:
-27.00%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
DRSVX
Category
Alpha (against Standard Index)
4.18
-0.48
Beta (against Standard Index)
1.07
1.16
Mean Annual Return
-2.76
-0.45
R-squared (against Standard Index)
88
86.39
Standard Deviation
22.69
24.75
Sharpe Ratio
-0.11
N/A
Treynor Ratio
-4.68
N/A
5 Years
Statistic
DRSVX
Category
Alpha (against Standard Index)
5.65
0.00
Beta (against Standard Index)
1.11
1.17
Mean Annual Return
5.74
0.16
R-squared (against Standard Index)
80
83.41
Standard Deviation
19.90
20.64
Sharpe Ratio
0.23
N/A
Treynor Ratio
2.48
N/A
10 Years
Statistic
DRSVX
Category
Alpha (against Standard Index)
N/A
7.16
Beta (against Standard Index)
N/A
1.00
Mean Annual Return
N/A
0.66
R-squared (against Standard Index)
N/A
64.42
Standard Deviation
N/A
20.26
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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