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Transamerica Partners Balanced (DVIBX)
On
Dec 3
:
12.52
0.06
(0.48%)
MORE ON DVIBX
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Research Reports
Risk
As of 31-Oct-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)
:
11.03%
Worst 1 Yr Total Return
(2008)
:
-27.15%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
DVIBX
Category
Alpha (against Standard Index)
-4.17
-2.88
Beta (against Standard Index)
1.08
1.08
Mean Annual Return
-3.87
-0.13
R-squared (against Standard Index)
96
93.44
Standard Deviation
14.46
14.69
Sharpe Ratio
-0.37
N/A
Treynor Ratio
-5.83
N/A
5 Years
Statistic
DVIBX
Category
Alpha (against Standard Index)
-3.39
-2.47
Beta (against Standard Index)
1.06
1.06
Mean Annual Return
1.20
0.23
R-squared (against Standard Index)
95
92.52
Standard Deviation
11.67
11.89
Sharpe Ratio
-0.09
N/A
Treynor Ratio
-1.72
N/A
10 Years
Statistic
DVIBX
Category
Alpha (against Standard Index)
-3.64
-2.17
Beta (against Standard Index)
1.04
1.05
Mean Annual Return
1.04
0.26
R-squared (against Standard Index)
94
86.72
Standard Deviation
10.67
11.31
Sharpe Ratio
-0.12
N/A
Treynor Ratio
-1.85
N/A
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