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DWS Blue Chip B (KBCBX)
On
Dec 4
:
13.18
0.09
(0.69%)
MORE ON KBCBX
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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
(2004)
:
14.61%
Worst 1 Yr Total Return
(2008)
:
-39.34%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
KBCBX
Category
Alpha (against Standard Index)
-0.51
0.38
Beta (against Standard Index)
1.04
1.00
Mean Annual Return
-8.05
-0.41
R-squared (against Standard Index)
96
95.50
Standard Deviation
20.78
20.09
Sharpe Ratio
-0.41
N/A
Treynor Ratio
-10.04
N/A
5 Years
Statistic
KBCBX
Category
Alpha (against Standard Index)
-0.42
0.26
Beta (against Standard Index)
1.04
1.01
Mean Annual Return
-0.32
0.16
R-squared (against Standard Index)
96
94.84
Standard Deviation
16.94
16.47
Sharpe Ratio
-0.11
N/A
Treynor Ratio
-3.21
N/A
10 Years
Statistic
KBCBX
Category
Alpha (against Standard Index)
-0.82
0.84
Beta (against Standard Index)
0.98
0.97
Mean Annual Return
-1.72
0.11
R-squared (against Standard Index)
95
91.16
Standard Deviation
16.16
16.35
Sharpe Ratio
-0.21
N/A
Treynor Ratio
-4.80
N/A
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