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DWS Strategic Value Instl (KDHIX)
On
Dec 29
:
29.67
0.09
(0.30%)
MORE ON KDHIX
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Risk
As of 30-Nov-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)
:
17.76%
Worst 1 Yr Total Return
(2008)
:
-45.35%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
KDHIX
Category
Alpha (against Standard Index)
-5.31
-1.37
Beta (against Standard Index)
1.16
1.02
Mean Annual Return
-12.32
-0.45
R-squared (against Standard Index)
93
94.58
Standard Deviation
23.77
20.79
Sharpe Ratio
-0.53
N/A
Treynor Ratio
-12.62
N/A
5 Years
Statistic
KDHIX
Category
Alpha (against Standard Index)
-2.71
-0.29
Beta (against Standard Index)
1.13
1.01
Mean Annual Return
-2.63
0.14
R-squared (against Standard Index)
91
93.49
Standard Deviation
19.06
16.81
Sharpe Ratio
-0.20
N/A
Treynor Ratio
-4.96
N/A
10 Years
Statistic
KDHIX
Category
Alpha (against Standard Index)
4.30
2.74
Beta (against Standard Index)
0.93
0.88
Mean Annual Return
3.55
0.31
R-squared (against Standard Index)
66
81.33
Standard Deviation
18.46
15.97
Sharpe Ratio
0.13
N/A
Treynor Ratio
0.67
N/A
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