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    Domini Social Equity Inv (DSEFX)

    46.00 Down 0.63(1.35%) May 5

    Risk as of Mar 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up18
    Number of Years Down5
    Best 1 Yr Total Return(Dec 30, 2009):35.56%
    Worst 1 Yr Total Return(Dec 30, 2008):-37.88%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticDSEFXCategory
    Alpha (against Standard Index)-2.63-1.20
    Beta (against Standard Index)1.051.01
    Mean Annual Return1.141.20
    R-squared (against Standard Index)93.9092.75
    Standard Deviation10.3910.06
    Sharpe Ratio1.311.43
    Treynor Ratio13.1914.72
    5 Years
    StatisticDSEFXCategory
    Alpha (against Standard Index)-1.15-1.58
    Beta (against Standard Index)1.021.02
    Mean Annual Return1.121.10
    R-squared (against Standard Index)95.3295.58
    Standard Deviation13.5013.58
    Sharpe Ratio0.990.97
    Treynor Ratio13.0712.71
    10 Years
    StatisticDSEFXCategory
    Alpha (against Standard Index)-0.92-0.63
    Beta (against Standard Index)1.051.01
    Mean Annual Return0.690.69
    R-squared (against Standard Index)96.2495.00
    Standard Deviation15.7715.32
    Sharpe Ratio0.430.45
    Treynor Ratio5.545.86