Yahoo! FinanceFinance Home - My Yahoo - Yahoo! - Help 

Monday, December 28, 2009, 11:32AM ET - U.S. Markets close in 4 hours and 28 minutes. Dow Up 0.16% Nasdaq Up 0.23%
Wilshire Small Company Growth Invmt (DTSGX)On Dec 24: 12.80  Up 0.07 (0.55%)  
MORE ON DTSGX
Quotes
Charts
News & Info
Fund
HereRisk
Analyst


Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Average
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2004):17.22%
Worst 1 Yr Total Return (2008):-39.13%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticDTSGXCategory
Alpha (against Standard Index)-1.140.16
Beta (against Standard Index)1.081.12
Mean Annual Return-8.05-0.38
R-squared (against Standard Index)8684.86
Standard Deviation23.1424.29
Sharpe Ratio-0.34N/A
Treynor Ratio-9.52N/A
5 Years
StatisticDTSGXCategory
Alpha (against Standard Index)-1.44-0.01
Beta (against Standard Index)1.141.17
Mean Annual Return-1.620.16
R-squared (against Standard Index)8180.32
Standard Deviation20.1820.99
Sharpe Ratio-0.12N/A
Treynor Ratio-4.06N/A
10 Years
StatisticDTSGXCategory
Alpha (against Standard Index)4.734.06
Beta (against Standard Index)1.061.16
Mean Annual Return3.160.37
R-squared (against Standard Index)6557.27
Standard Deviation21.1425.21
Sharpe Ratio0.12N/A
Treynor Ratio0.22N/A

Add to My Portfolio Add to Portfolio    Set Alert Set Alert    Email to a Friend Email to a Friend
Get Risk for Another Symbol: Symbol Lookup
Help with Risk StatisticsPlanning Center