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DWS Global Opportunities C (KGDCX)
On
Dec 30
:
28.41
0.11
(0.39%)
MORE ON KGDCX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
22.36%
Worst 1 Yr Total Return
(2008)
:
-50.04%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
KGDCX
Category
Alpha (against Standard Index)
-1.95
0.27
Beta (against Standard Index)
1.06
0.91
Mean Annual Return
-8.24
-0.17
R-squared (against Standard Index)
93
90.08
Standard Deviation
26.31
22.93
Sharpe Ratio
-0.28
N/A
Treynor Ratio
-9.90
N/A
5 Years
Statistic
KGDCX
Category
Alpha (against Standard Index)
-1.72
-0.86
Beta (against Standard Index)
1.07
0.90
Mean Annual Return
2.05
0.41
R-squared (against Standard Index)
91
88.40
Standard Deviation
21.98
18.93
Sharpe Ratio
0.07
N/A
Treynor Ratio
-0.87
N/A
10 Years
Statistic
KGDCX
Category
Alpha (against Standard Index)
1.17
0.53
Beta (against Standard Index)
1.13
0.92
Mean Annual Return
2.15
0.33
R-squared (against Standard Index)
78
79.83
Standard Deviation
22.93
18.84
Sharpe Ratio
0.08
N/A
Treynor Ratio
-0.69
N/A
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