Yahoo! FinanceFinance Home - My Yahoo - Yahoo! - Help 

Monday, November 30, 2009, 11:40AM ET - U.S. Markets close in 4 hours and 20 minutes. Dow Down 0.29% Nasdaq Down 0.69%
Domini Social Equity Inv (DSEFX)On Nov 27: 25.36  Down 0.45 (1.74%)  
MORE ON DSEFX
Quotes
Charts
News & Info
Fund
HereRisk
Analyst


Risk  As of 31-Oct-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Above average
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2006):12.58%
Worst 1 Yr Total Return (2008):-37.88%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticDSEFXCategory
Alpha (against Standard Index)1.330.38
Beta (against Standard Index)1.081.00
Mean Annual Return-6.71-0.41
R-squared (against Standard Index)9795.50
Standard Deviation21.4420.09
Sharpe Ratio-0.33N/A
Treynor Ratio-8.43N/A
5 Years
StatisticDSEFXCategory
Alpha (against Standard Index)-0.450.26
Beta (against Standard Index)1.081.01
Mean Annual Return-0.470.16
R-squared (against Standard Index)9694.84
Standard Deviation17.4616.47
Sharpe Ratio-0.11N/A
Treynor Ratio-3.24N/A
10 Years
StatisticDSEFXCategory
Alpha (against Standard Index)-0.800.84
Beta (against Standard Index)1.050.97
Mean Annual Return-2.020.11
R-squared (against Standard Index)9691.16
Standard Deviation17.1516.35
Sharpe Ratio-0.20N/A
Treynor Ratio-4.77N/A

Add to My Portfolio Add to Portfolio    Set Alert Set Alert    Email to a Friend Email to a Friend
Get Risk for Another Symbol: Symbol Lookup
Help with Risk StatisticsPlanning Center