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DWS Strategic Value B (KDHBX)
On
Dec 2
:
29.27
0.03
(0.10%)
MORE ON KDHBX
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Research Reports
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)
:
16.46%
Worst 1 Yr Total Return
(2008)
:
-45.97%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
KDHBX
Category
Alpha (against Standard Index)
-5.56
-1.05
Beta (against Standard Index)
1.17
1.02
Mean Annual Return
-13.99
-0.55
R-squared (against Standard Index)
93
94.27
Standard Deviation
23.60
20.65
Sharpe Ratio
-0.62
N/A
Treynor Ratio
-14.06
N/A
5 Years
Statistic
KDHBX
Category
Alpha (against Standard Index)
-3.30
0.04
Beta (against Standard Index)
1.14
1.02
Mean Annual Return
-3.66
0.14
R-squared (against Standard Index)
91
93.13
Standard Deviation
19.08
16.85
Sharpe Ratio
-0.26
N/A
Treynor Ratio
-5.85
N/A
10 Years
Statistic
KDHBX
Category
Alpha (against Standard Index)
3.07
2.54
Beta (against Standard Index)
0.92
0.88
Mean Annual Return
1.93
0.27
R-squared (against Standard Index)
66
80.76
Standard Deviation
18.39
15.89
Sharpe Ratio
0.04
N/A
Treynor Ratio
-1.13
N/A
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