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DWS Dreman Small Cap Value Instl (KDSIX)
On
Dec 30
:
31.84
0.09
(0.28%)
MORE ON KDSIX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
25.85%
Worst 1 Yr Total Return
(2008)
:
-29.33%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
KDSIX
Category
Alpha (against Standard Index)
3.56
-0.48
Beta (against Standard Index)
1.10
1.16
Mean Annual Return
-3.64
-0.45
R-squared (against Standard Index)
89
86.39
Standard Deviation
23.15
24.75
Sharpe Ratio
-0.14
N/A
Treynor Ratio
-5.37
N/A
5 Years
Statistic
KDSIX
Category
Alpha (against Standard Index)
4.73
0.00
Beta (against Standard Index)
1.13
1.17
Mean Annual Return
4.74
0.16
R-squared (against Standard Index)
83
83.41
Standard Deviation
19.93
20.64
Sharpe Ratio
0.19
N/A
Treynor Ratio
1.54
N/A
10 Years
Statistic
KDSIX
Category
Alpha (against Standard Index)
9.22
7.16
Beta (against Standard Index)
0.92
1.00
Mean Annual Return
8.76
0.66
R-squared (against Standard Index)
65
64.42
Standard Deviation
18.49
20.26
Sharpe Ratio
0.39
N/A
Treynor Ratio
6.32
N/A
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