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Domini Social Equity Inv (DSEFX)

49.35 Up 0.11(0.22%) Nov 21

Risk as of Oct 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:4
Number of Years Up17
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)-3.96-1.88
Beta (against Standard Index)1.121.03
Mean Annual Return1.411.43
R-squared (against Standard Index)91.4792.19
Standard Deviation10.669.74
Sharpe Ratio1.581.77
Treynor Ratio15.6417.64
5 Years
StatisticDSEFXCategory
Alpha (against Standard Index)-1.20-1.76
Beta (against Standard Index)1.021.02
Mean Annual Return1.291.25
R-squared (against Standard Index)95.1495.74
Standard Deviation13.7013.75
Sharpe Ratio1.121.09
Treynor Ratio15.2214.72
10 Years
StatisticDSEFXCategory
Alpha (against Standard Index)-1.12-0.58
Beta (against Standard Index)1.051.01
Mean Annual Return0.690.71
R-squared (against Standard Index)96.1695.09
Standard Deviation15.7715.30
Sharpe Ratio0.430.46
Treynor Ratio5.436.02