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    Domini Social Equity A (DSEPX)

    10.52 Down 0.02(0.19%) Aug 3

    Risk as of Jun 29, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up6
    Number of Years Down0
    Best 1 Yr Total Return(Dec 30, 2009):35.54%
    Worst 1 Yr Total Return(Dec 30, 2011):0.85%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-2.88-0.66
    Beta (against Standard Index)1.051.00
    Mean Annual Return1.201.31
    R-squared (against Standard Index)92.6291.41
    Standard Deviation9.368.96
    Sharpe Ratio1.541.75
    Treynor Ratio14.1216.47
    5 Years
    Alpha (against Standard Index)-2.15-1.72
    Beta (against Standard Index)1.031.03
    Mean Annual Return1.271.30
    R-squared (against Standard Index)94.6495.11
    Standard Deviation12.7512.68
    Sharpe Ratio1.191.23
    Treynor Ratio14.8515.42
    10 Years
    Alpha (against Standard Index)-1.14-0.58
    Beta (against Standard Index)1.051.01
    Mean Annual Return0.660.69
    R-squared (against Standard Index)96.1895.02
    Standard Deviation15.7215.30
    Sharpe Ratio0.420.45
    Treynor Ratio5.285.88