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

Friday, December 25, 2009, 10:33PM ET - U.S. Markets Closed for Christmas. Dow Up 0.51% Nasdaq Up 0.71%
Wilshire Small Company Value Invmt (DTSVX)On Dec 24: 13.66  Up 0.07 (0.52%)  
MORE ON DTSVX
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:3
Number of Years Down:2
Best 1 Yr Total Return (2004):22.77%
Worst 1 Yr Total Return (2008):-32.81%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticDTSVXCategory
Alpha (against Standard Index)-1.08-0.27
Beta (against Standard Index)1.221.17
Mean Annual Return-9.39-0.44
R-squared (against Standard Index)8684.58
Standard Deviation25.9925.23
Sharpe Ratio-0.33N/A
Treynor Ratio-9.56N/A
5 Years
StatisticDTSVXCategory
Alpha (against Standard Index)-0.330.26
Beta (against Standard Index)1.251.19
Mean Annual Return-0.990.18
R-squared (against Standard Index)8381.92
Standard Deviation21.9321.20
Sharpe Ratio-0.07N/A
Treynor Ratio-3.19N/A
10 Years
StatisticDTSVXCategory
Alpha (against Standard Index)7.578.93
Beta (against Standard Index)0.950.95
Mean Annual Return6.740.82
R-squared (against Standard Index)6364.94
Standard Deviation19.2619.09
Sharpe Ratio0.29N/A
Treynor Ratio4.04N/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