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Transamerica Partners High Yield Bond (DVHYX)
On
Dec 9
:
8.34
0.01
(0.12%)
MORE ON DVHYX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
11.33%
Worst 1 Yr Total Return
(2008)
:
-29.31%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
DVHYX
Category
Alpha (against Standard Index)
-1.92
-3.12
Beta (against Standard Index)
1.10
1.16
Mean Annual Return
3.36
0.31
R-squared (against Standard Index)
7
10.86
Standard Deviation
16.68
15.35
Sharpe Ratio
0.14
N/A
Treynor Ratio
0.86
N/A
5 Years
Statistic
DVHYX
Category
Alpha (against Standard Index)
1.04
-0.09
Beta (against Standard Index)
0.84
0.92
Mean Annual Return
4.97
0.40
R-squared (against Standard Index)
6
8.80
Standard Deviation
13.06
12.20
Sharpe Ratio
0.21
N/A
Treynor Ratio
2.30
N/A
10 Years
Statistic
DVHYX
Category
Alpha (against Standard Index)
1.93
0.55
Beta (against Standard Index)
0.47
0.51
Mean Annual Return
5.98
0.43
R-squared (against Standard Index)
3
3.74
Standard Deviation
10.67
10.75
Sharpe Ratio
0.32
N/A
Treynor Ratio
6.37
N/A
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