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Transamerica Partners Intl Equity (DVIEX)
On
Dec 1
:
9.67
0.25
(2.65%)
MORE ON DVIEX
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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)
:
26.65%
Worst 1 Yr Total Return
(2008)
:
-50.25%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
DVIEX
Category
Alpha (against Standard Index)
-5.19
-0.52
Beta (against Standard Index)
1.05
1.01
Mean Annual Return
-10.68
-0.25
R-squared (against Standard Index)
96
96.20
Standard Deviation
25.69
24.79
Sharpe Ratio
-0.40
N/A
Treynor Ratio
-12.48
N/A
5 Years
Statistic
DVIEX
Category
Alpha (against Standard Index)
-4.25
-0.43
Beta (against Standard Index)
1.05
1.01
Mean Annual Return
0.60
0.55
R-squared (against Standard Index)
96
95.85
Standard Deviation
21.24
20.52
Sharpe Ratio
0.00
N/A
Treynor Ratio
-2.31
N/A
10 Years
Statistic
DVIEX
Category
Alpha (against Standard Index)
-1.87
-0.03
Beta (against Standard Index)
1.06
1.01
Mean Annual Return
-0.14
0.31
R-squared (against Standard Index)
94
92.22
Standard Deviation
19.76
19.09
Sharpe Ratio
-0.05
N/A
Treynor Ratio
-2.93
N/A
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