Yahoo! FinanceFinance Home - My Yahoo - Yahoo! - Help 

Tuesday, December 29, 2009, 12:45PM ET - U.S. Markets close in 3 hours and 15 minutes. Dow Up 0.16% Nasdaq Down 0.06%
DWS Dreman Small Cap Value A (KDSAX)On Dec 28: 31.49  Down 0.05 (0.16%)  
MORE ON KDSAX
Quotes
Charts
News & Info
Fund
HereRisk
Analyst


Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Below average
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2004):25.31%
Worst 1 Yr Total Return (2008):-29.62%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticKDSAXCategory
Alpha (against Standard Index)3.18-0.48
Beta (against Standard Index)1.101.16
Mean Annual Return-4.02-0.45
R-squared (against Standard Index)8986.39
Standard Deviation23.1624.75
Sharpe Ratio-0.16N/A
Treynor Ratio-5.71N/A
5 Years
StatisticKDSAXCategory
Alpha (against Standard Index)4.360.00
Beta (against Standard Index)1.131.17
Mean Annual Return4.350.16
R-squared (against Standard Index)8383.41
Standard Deviation19.9420.64
Sharpe Ratio0.17N/A
Treynor Ratio1.20N/A
10 Years
StatisticKDSAXCategory
Alpha (against Standard Index)8.957.16
Beta (against Standard Index)0.921.00
Mean Annual Return8.470.66
R-squared (against Standard Index)6564.42
Standard Deviation18.4920.26
Sharpe Ratio0.38N/A
Treynor Ratio6.00N/A

Add to My Portfolio Add to Portfolio    Set Alert Set Alert    Email to a Friend Email to a Friend
Get Risk for Another Symbol: Symbol Lookup
Help with Risk StatisticsPlanning Center