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Transamerica Partners Large Core (DVGIX)
On
Dec 28
:
16.60
0.03
(0.18%)
MORE ON DVGIX
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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:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
11.22%
Worst 1 Yr Total Return
(2008)
:
-37.03%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
DVGIX
Category
Alpha (against Standard Index)
-2.67
0.06
Beta (against Standard Index)
0.96
1.00
Mean Annual Return
-7.91
-0.33
R-squared (against Standard Index)
98
95.82
Standard Deviation
19.15
20.42
Sharpe Ratio
-0.45
N/A
Treynor Ratio
-10.66
N/A
5 Years
Statistic
DVGIX
Category
Alpha (against Standard Index)
-1.95
0.04
Beta (against Standard Index)
0.97
1.01
Mean Annual Return
-1.16
0.17
R-squared (against Standard Index)
97
95.19
Standard Deviation
15.72
16.64
Sharpe Ratio
-0.18
N/A
Treynor Ratio
-4.28
N/A
10 Years
Statistic
DVGIX
Category
Alpha (against Standard Index)
-3.03
0.81
Beta (against Standard Index)
1.03
0.96
Mean Annual Return
-3.76
0.14
R-squared (against Standard Index)
93
91.13
Standard Deviation
17.22
16.39
Sharpe Ratio
-0.30
N/A
Treynor Ratio
-6.51
N/A
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