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DWS Blue Chip A (KBCAX)
On
Dec 30
:
14.60
0.01
(0.07%)
MORE ON KBCAX
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Research Reports
Risk
As of 30-Nov-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
(2004)
:
15.54%
Worst 1 Yr Total Return
(2008)
:
-38.77%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
KBCAX
Category
Alpha (against Standard Index)
0.17
0.06
Beta (against Standard Index)
1.04
1.00
Mean Annual Return
-6.11
-0.33
R-squared (against Standard Index)
96
95.82
Standard Deviation
21.06
20.42
Sharpe Ratio
-0.30
N/A
Treynor Ratio
-8.06
N/A
5 Years
Statistic
KBCAX
Category
Alpha (against Standard Index)
0.19
0.04
Beta (against Standard Index)
1.04
1.01
Mean Annual Return
0.69
0.17
R-squared (against Standard Index)
96
95.19
Standard Deviation
17.01
16.64
Sharpe Ratio
-0.05
N/A
Treynor Ratio
-2.21
N/A
10 Years
Statistic
KBCAX
Category
Alpha (against Standard Index)
-0.08
0.81
Beta (against Standard Index)
0.98
0.96
Mean Annual Return
-0.62
0.14
R-squared (against Standard Index)
95
91.13
Standard Deviation
16.25
16.39
Sharpe Ratio
-0.13
N/A
Treynor Ratio
-3.63
N/A
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