Finance Home
-
My Yahoo
-
Yahoo!
-
Help
Tuesday, December 29, 2009, 12:45PM ET - U.S. Markets close in 3 hours and 15 minutes.
Dow
0.16%
Nasdaq
0.06%
Home
Investing
Market Overview
Market Stats
Stocks
Mutual Funds
ETFs
Bonds
Options
Industries
Currencies
New!
Education
News & Opinion
Markets
Investing Ideas
Expert Advice
Special Editions
Company Finances
Providers
Personal Finance
Banking & Budgeting
Career & Work
College & Education
Family & Home
Insurance
Loans
Real Estate
Retirement
Taxes
How-to Guides
My Portfolios
Sign In to Create/Edit My Portfolios
Free trial of Real-Time Quotes
Tech Ticker
Get Quotes
Finance Search
DWS Dreman Small Cap Value A (KDSAX)
On
Dec 28
:
31.49
0.05
(0.16%)
MORE ON KDSAX
Quotes
Summary
Historical Prices
Charts
Interactive
Basic Chart
Basic Tech. Analysis
News & Info
Headlines
Message Board
Fund
Profile
Performance
Holdings
Risk
Purchase Info
Analyst
Research Reports
Risk
As of 30-Nov-09
Get
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
Statistic
KDSAX
Category
Alpha (against Standard Index)
3.18
-0.48
Beta (against Standard Index)
1.10
1.16
Mean Annual Return
-4.02
-0.45
R-squared (against Standard Index)
89
86.39
Standard Deviation
23.16
24.75
Sharpe Ratio
-0.16
N/A
Treynor Ratio
-5.71
N/A
5 Years
Statistic
KDSAX
Category
Alpha (against Standard Index)
4.36
0.00
Beta (against Standard Index)
1.13
1.17
Mean Annual Return
4.35
0.16
R-squared (against Standard Index)
83
83.41
Standard Deviation
19.94
20.64
Sharpe Ratio
0.17
N/A
Treynor Ratio
1.20
N/A
10 Years
Statistic
KDSAX
Category
Alpha (against Standard Index)
8.95
7.16
Beta (against Standard Index)
0.92
1.00
Mean Annual Return
8.47
0.66
R-squared (against Standard Index)
65
64.42
Standard Deviation
18.49
20.26
Sharpe Ratio
0.38
N/A
Treynor Ratio
6.00
N/A
Add to Portfolio
Set Alert
Email to a Friend
Get
Risk
for Another Symbol:
Symbol Lookup
Help with Risk Statistics
Planning Center