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Delaware Limited-Term Diversified Inc B (DTIBX)
On
Dec 7
:
8.91
0.02
(0.22%)
MORE ON DTIBX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
5
Number of Years Down:
0
Best 1 Yr Total Return
(2007)
:
5.33%
Worst 1 Yr Total Return
(2005)
:
0.90%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
DTIBX
Category
Alpha (against Standard Index)
2.04
-0.26
Beta (against Standard Index)
0.40
0.38
Mean Annual Return
6.08
0.30
R-squared (against Standard Index)
29
32.40
Standard Deviation
2.86
3.42
Sharpe Ratio
1.18
N/A
Treynor Ratio
9.23
N/A
5 Years
Statistic
DTIBX
Category
Alpha (against Standard Index)
0.35
-0.58
Beta (against Standard Index)
0.45
0.40
Mean Annual Return
4.29
0.27
R-squared (against Standard Index)
39
36.30
Standard Deviation
2.47
2.80
Sharpe Ratio
0.48
N/A
Treynor Ratio
2.84
N/A
10 Years
Statistic
DTIBX
Category
Alpha (against Standard Index)
-0.17
-0.21
Beta (against Standard Index)
0.52
0.44
Mean Annual Return
4.52
0.35
R-squared (against Standard Index)
61
45.80
Standard Deviation
2.46
2.67
Sharpe Ratio
0.61
N/A
Treynor Ratio
2.98
N/A
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