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    Domini Social Equity A (DSEPX)

    10.44 Down 0.11(1.04%) Jan 28

    Risk as of Dec 30, 2014Get 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)-3.00-1.53
    Beta (against Standard Index)1.101.02
    Mean Annual Return1.511.50
    R-squared (against Standard Index)92.1192.13
    Standard Deviation10.479.69
    Sharpe Ratio1.721.85
    Treynor Ratio17.2118.64
    5 Years
    Alpha (against Standard Index)-1.38-1.66
    Beta (against Standard Index)1.021.02
    Mean Annual Return1.181.16
    R-squared (against Standard Index)95.2795.62
    Standard Deviation13.5713.60
    Sharpe Ratio1.041.03
    Treynor Ratio13.7913.60
    10 Years
    Alpha (against Standard Index)-1.18-0.59
    Beta (against Standard Index)1.051.01
    Mean Annual Return0.640.67
    R-squared (against Standard Index)96.0894.90
    Standard Deviation15.7015.24
    Sharpe Ratio0.390.43
    Treynor Ratio4.885.51