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Transamerica Partners Large Value (DVEIX)
On
Dec 29
:
14.35
0.03
(0.21%)
MORE ON DVEIX
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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
(2006)
:
20.05%
Worst 1 Yr Total Return
(2008)
:
-43.35%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
DVEIX
Category
Alpha (against Standard Index)
-7.93
-1.37
Beta (against Standard Index)
1.05
1.02
Mean Annual Return
-13.56
-0.45
R-squared (against Standard Index)
96
94.58
Standard Deviation
21.22
20.79
Sharpe Ratio
-0.68
N/A
Treynor Ratio
-15.13
N/A
5 Years
Statistic
DVEIX
Category
Alpha (against Standard Index)
-4.12
-0.29
Beta (against Standard Index)
1.05
1.01
Mean Annual Return
-3.64
0.14
R-squared (against Standard Index)
95
93.49
Standard Deviation
17.32
16.81
Sharpe Ratio
-0.30
N/A
Treynor Ratio
-6.31
N/A
10 Years
Statistic
DVEIX
Category
Alpha (against Standard Index)
0.54
2.74
Beta (against Standard Index)
0.86
0.88
Mean Annual Return
0.31
0.31
R-squared (against Standard Index)
78
81.33
Standard Deviation
15.82
15.97
Sharpe Ratio
-0.08
N/A
Treynor Ratio
-3.05
N/A
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