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Delaware Limited-Term Diversified Inc A (DTRIX)
On
Dec 4
:
8.90
0.02
(0.22%)
MORE ON DTRIX
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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)
:
6.35%
Worst 1 Yr Total Return
(2005)
:
1.76%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
DTRIX
Category
Alpha (against Standard Index)
2.91
-0.26
Beta (against Standard Index)
0.39
0.38
Mean Annual Return
6.98
0.30
R-squared (against Standard Index)
29
32.40
Standard Deviation
2.83
3.42
Sharpe Ratio
1.47
N/A
Treynor Ratio
11.67
N/A
5 Years
Statistic
DTRIX
Category
Alpha (against Standard Index)
1.21
-0.58
Beta (against Standard Index)
0.44
0.40
Mean Annual Return
5.18
0.27
R-squared (against Standard Index)
39
36.30
Standard Deviation
2.45
2.80
Sharpe Ratio
0.81
N/A
Treynor Ratio
4.87
N/A
10 Years
Statistic
DTRIX
Category
Alpha (against Standard Index)
0.69
-0.21
Beta (against Standard Index)
0.52
0.44
Mean Annual Return
5.41
0.35
R-squared (against Standard Index)
61
45.80
Standard Deviation
2.45
2.67
Sharpe Ratio
0.95
N/A
Treynor Ratio
4.73
N/A
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