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DWS Dreman Small Cap Value C (KDSCX)
On
Dec 1
:
27.42
0.36
(1.33%)
MORE ON KDSCX
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Risk
As of 31-Oct-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)
:
24.39%
Worst 1 Yr Total Return
(2008)
:
-30.13%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
KDSCX
Category
Alpha (against Standard Index)
4.80
1.01
Beta (against Standard Index)
1.13
1.19
Mean Annual Return
-4.13
-0.48
R-squared (against Standard Index)
90
87.23
Standard Deviation
23.24
24.84
Sharpe Ratio
-0.17
N/A
Treynor Ratio
-5.80
N/A
5 Years
Statistic
KDSCX
Category
Alpha (against Standard Index)
5.01
1.42
Beta (against Standard Index)
1.16
1.21
Mean Annual Return
4.48
0.23
R-squared (against Standard Index)
84
84.16
Standard Deviation
20.13
21.07
Sharpe Ratio
0.17
N/A
Treynor Ratio
1.26
N/A
10 Years
Statistic
KDSCX
Category
Alpha (against Standard Index)
8.57
7.80
Beta (against Standard Index)
0.93
1.01
Mean Annual Return
7.65
0.68
R-squared (against Standard Index)
65
64.84
Standard Deviation
18.47
20.31
Sharpe Ratio
0.33
N/A
Treynor Ratio
5.04
N/A
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