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    Driehaus Active Income (LCMAX)

    10.16 0.00(0.00%) Nov 30

    Risk as of Oct 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up7
    Number of Years Down2
    Best 1 Yr Total Return(Dec 30, 2009):22.12%
    Worst 1 Yr Total Return(Dec 30, 2011):-5.61%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)1.430.65
    Beta (against Standard Index)-0.040.21
    Mean Annual Return0.120.09
    R-squared (against Standard Index)0.3714.72
    Standard Deviation2.092.96
    Sharpe Ratio0.650.39
    Treynor Ratio-30.6917.96
    5 Years
    Alpha (against Standard Index)2.161.70
    Beta (against Standard Index)-0.230.12
    Mean Annual Return0.130.18
    R-squared (against Standard Index)1.898.63
    Standard Deviation4.593.60
    Sharpe Ratio0.320.60
    Treynor Ratio-6.112.16
    10 Years
    Alpha (against Standard Index)N/A1.27
    Beta (against Standard Index)N/A0.38
    Mean Annual ReturnN/A0.32
    R-squared (against Standard Index)N/A12.18
    Standard DeviationN/A6.47
    Sharpe RatioN/A0.44
    Treynor RatioN/A40.22