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Dryden Global Total Return A (GTRAX)
On
Dec 2
:
7.44
0.03
(0.40%)
MORE ON GTRAX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2004)
:
9.42%
Worst 1 Yr Total Return
(2005)
:
-7.94%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
GTRAX
Category
Alpha (against Standard Index)
-1.52
-1.14
Beta (against Standard Index)
1.98
1.47
Mean Annual Return
8.20
0.58
R-squared (against Standard Index)
54
50.46
Standard Deviation
11.02
8.81
Sharpe Ratio
0.55
N/A
Treynor Ratio
2.93
N/A
5 Years
Statistic
GTRAX
Category
Alpha (against Standard Index)
-0.97
-0.18
Beta (against Standard Index)
1.67
1.21
Mean Annual Return
5.08
0.44
R-squared (against Standard Index)
43
39.58
Standard Deviation
9.36
7.42
Sharpe Ratio
0.26
N/A
Treynor Ratio
1.23
N/A
10 Years
Statistic
GTRAX
Category
Alpha (against Standard Index)
-1.80
-0.04
Beta (against Standard Index)
1.38
1.06
Mean Annual Return
5.47
0.53
R-squared (against Standard Index)
43
39.24
Standard Deviation
7.81
6.67
Sharpe Ratio
0.34
N/A
Treynor Ratio
1.82
N/A
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