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Dryden Total Return Bond R (DTBRX)
On
Dec 16
:
13.23
0.01
(0.08%)
MORE ON DTBRX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Number of Years Up:
0
Number of Years Down:
0
Best 1 Yr Total Return
()
:
N/A
Worst 1 Yr Total Return
()
:
N/A
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
DTBRX
Category
Alpha (against Standard Index)
-0.25
-1.73
Beta (against Standard Index)
1.04
1.02
Mean Annual Return
6.21
0.39
R-squared (against Standard Index)
58
59.65
Standard Deviation
5.45
5.93
Sharpe Ratio
0.70
N/A
Treynor Ratio
3.81
N/A
5 Years
Statistic
DTBRX
Category
Alpha (against Standard Index)
-0.30
-1.13
Beta (against Standard Index)
1.03
0.98
Mean Annual Return
5.22
0.35
R-squared (against Standard Index)
65
61.85
Standard Deviation
4.60
4.90
Sharpe Ratio
0.48
N/A
Treynor Ratio
2.16
N/A
10 Years
Statistic
DTBRX
Category
Alpha (against Standard Index)
-0.76
-0.67
Beta (against Standard Index)
0.98
0.96
Mean Annual Return
5.57
0.46
R-squared (against Standard Index)
71
70.95
Standard Deviation
4.37
4.48
Sharpe Ratio
0.60
N/A
Treynor Ratio
2.68
N/A
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