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Cohen & Steers Dividend Value A (DVFAX)
On
Dec 3
:
10.76
0.10
(0.92%)
MORE ON DVFAX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
2
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
20.45%
Worst 1 Yr Total Return
(2008)
:
-34.12%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
DVFAX
Category
Alpha (against Standard Index)
-0.20
0.38
Beta (against Standard Index)
0.94
1.00
Mean Annual Return
-6.67
-0.41
R-squared (against Standard Index)
97
95.50
Standard Deviation
18.79
20.09
Sharpe Ratio
-0.40
N/A
Treynor Ratio
-9.62
N/A
5 Years
Statistic
DVFAX
Category
Alpha (against Standard Index)
N/A
0.26
Beta (against Standard Index)
N/A
1.01
Mean Annual Return
N/A
0.16
R-squared (against Standard Index)
N/A
94.84
Standard Deviation
N/A
16.47
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
10 Years
Statistic
DVFAX
Category
Alpha (against Standard Index)
N/A
0.84
Beta (against Standard Index)
N/A
0.97
Mean Annual Return
N/A
0.11
R-squared (against Standard Index)
N/A
91.16
Standard Deviation
N/A
16.35
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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