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DWS Large Cap Value B (KDCBX)
On
Dec 24
:
16.27
0.08
(0.49%)
MORE ON KDCBX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
14.53%
Worst 1 Yr Total Return
(2008)
:
-36.23%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
KDCBX
Category
Alpha (against Standard Index)
1.16
-1.37
Beta (against Standard Index)
0.93
1.02
Mean Annual Return
-4.16
-0.45
R-squared (against Standard Index)
92
94.58
Standard Deviation
19.21
20.79
Sharpe Ratio
-0.24
N/A
Treynor Ratio
-6.91
N/A
5 Years
Statistic
KDCBX
Category
Alpha (against Standard Index)
-0.12
-0.29
Beta (against Standard Index)
0.92
1.01
Mean Annual Return
0.75
0.14
R-squared (against Standard Index)
92
93.49
Standard Deviation
15.48
16.81
Sharpe Ratio
-0.06
N/A
Treynor Ratio
-2.42
N/A
10 Years
Statistic
KDCBX
Category
Alpha (against Standard Index)
2.94
2.74
Beta (against Standard Index)
0.80
0.88
Mean Annual Return
2.89
0.31
R-squared (against Standard Index)
67
81.33
Standard Deviation
15.83
15.97
Sharpe Ratio
0.08
N/A
Treynor Ratio
-0.05
N/A
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