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DWS Strategic Value A (KDHAX)
On
Dec 4
:
29.24
0.14
(0.48%)
MORE ON KDHAX
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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
(2006)
:
17.40%
Worst 1 Yr Total Return
(2008)
:
-45.50%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
KDHAX
Category
Alpha (against Standard Index)
-4.74
-1.05
Beta (against Standard Index)
1.17
1.02
Mean Annual Return
-13.27
-0.55
R-squared (against Standard Index)
93
94.27
Standard Deviation
23.61
20.65
Sharpe Ratio
-0.58
N/A
Treynor Ratio
-13.44
N/A
5 Years
Statistic
KDHAX
Category
Alpha (against Standard Index)
-2.48
0.04
Beta (against Standard Index)
1.14
1.02
Mean Annual Return
-2.87
0.14
R-squared (against Standard Index)
91
93.13
Standard Deviation
19.08
16.85
Sharpe Ratio
-0.21
N/A
Treynor Ratio
-5.15
N/A
10 Years
Statistic
KDHAX
Category
Alpha (against Standard Index)
3.90
2.54
Beta (against Standard Index)
0.93
0.88
Mean Annual Return
2.77
0.27
R-squared (against Standard Index)
66
80.76
Standard Deviation
18.41
15.89
Sharpe Ratio
0.08
N/A
Treynor Ratio
-0.21
N/A
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