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DWS Strategic Value S (KDHSX)
On
Dec 11
:
29.18
0.11
(0.38%)
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
1
Number of Years Down:
2
Best 1 Yr Total Return
(2006)
:
17.62%
Worst 1 Yr Total Return
(2008)
:
-45.42%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
KDHSX
Category
Alpha (against Standard Index)
-5.53
-1.37
Beta (against Standard Index)
1.16
1.02
Mean Annual Return
-12.51
-0.45
R-squared (against Standard Index)
93
94.58
Standard Deviation
23.77
20.79
Sharpe Ratio
-0.54
N/A
Treynor Ratio
-12.79
N/A
5 Years
Statistic
KDHSX
Category
Alpha (against Standard Index)
-2.87
-0.29
Beta (against Standard Index)
1.13
1.01
Mean Annual Return
-2.79
0.14
R-squared (against Standard Index)
91
93.49
Standard Deviation
19.06
16.81
Sharpe Ratio
-0.21
N/A
Treynor Ratio
-5.11
N/A
10 Years
Statistic
KDHSX
Category
Alpha (against Standard Index)
4.15
2.74
Beta (against Standard Index)
0.92
0.88
Mean Annual Return
3.39
0.31
R-squared (against Standard Index)
66
81.33
Standard Deviation
18.47
15.97
Sharpe Ratio
0.12
N/A
Treynor Ratio
0.50
N/A
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