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Transamerica Partners IPS (DVIGX)
On
Dec 4
:
11.11
0.09
(0.80%)
MORE ON DVIGX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Low
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
9.48%
Worst 1 Yr Total Return
(2008)
:
-2.75%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
DVIGX
Category
Alpha (against Standard Index)
-3.22
-3.48
Beta (against Standard Index)
1.59
1.59
Mean Annual Return
5.07
0.42
R-squared (against Standard Index)
58
53.57
Standard Deviation
8.59
9.06
Sharpe Ratio
0.34
N/A
Treynor Ratio
1.67
N/A
5 Years
Statistic
DVIGX
Category
Alpha (against Standard Index)
-2.02
-1.60
Beta (against Standard Index)
1.39
1.49
Mean Annual Return
3.60
0.37
R-squared (against Standard Index)
56
56.03
Standard Deviation
6.79
7.37
Sharpe Ratio
0.12
N/A
Treynor Ratio
0.41
N/A
10 Years
Statistic
DVIGX
Category
Alpha (against Standard Index)
-1.86
-0.85
Beta (against Standard Index)
0.99
1.33
Mean Annual Return
4.26
0.54
R-squared (against Standard Index)
53
56.76
Standard Deviation
5.15
6.74
Sharpe Ratio
0.27
N/A
Treynor Ratio
1.30
N/A
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