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Wilshire Small Company Value Invmt (DTSVX)
On
Dec 24
:
13.66
0.07
(0.52%)
MORE ON DTSVX
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Research Reports
Risk
As of 30-Nov-09
Get
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
Statistic
DTSVX
Category
Alpha (against Standard Index)
-1.08
-0.27
Beta (against Standard Index)
1.22
1.17
Mean Annual Return
-9.39
-0.44
R-squared (against Standard Index)
86
84.58
Standard Deviation
25.99
25.23
Sharpe Ratio
-0.33
N/A
Treynor Ratio
-9.56
N/A
5 Years
Statistic
DTSVX
Category
Alpha (against Standard Index)
-0.33
0.26
Beta (against Standard Index)
1.25
1.19
Mean Annual Return
-0.99
0.18
R-squared (against Standard Index)
83
81.92
Standard Deviation
21.93
21.20
Sharpe Ratio
-0.07
N/A
Treynor Ratio
-3.19
N/A
10 Years
Statistic
DTSVX
Category
Alpha (against Standard Index)
7.57
8.93
Beta (against Standard Index)
0.95
0.95
Mean Annual Return
6.74
0.82
R-squared (against Standard Index)
63
64.94
Standard Deviation
19.26
19.09
Sharpe Ratio
0.29
N/A
Treynor Ratio
4.04
N/A
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