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    Driehaus Active Income (LCMAX)

    10.55 0.00(0.00%) Feb 27

    Risk as of Jan 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)2.801.91
    Beta (against Standard Index)-0.090.23
    Mean Annual Return0.220.22
    R-squared (against Standard Index)1.4216.05
    Standard Deviation2.242.98
    Sharpe Ratio1.131.00
    Treynor Ratio-27.127.27
    5 Years
    Alpha (against Standard Index)3.122.54
    Beta (against Standard Index)-0.250.13
    Mean Annual Return0.180.27
    R-squared (against Standard Index)1.9710.15
    Standard Deviation4.833.50
    Sharpe Ratio0.420.95
    Treynor Ratio-7.826.26
    10 Years
    Alpha (against Standard Index)N/A1.01
    Beta (against Standard Index)N/A0.43
    Mean Annual ReturnN/A0.33
    R-squared (against Standard Index)N/A12.90
    Standard DeviationN/A6.87
    Sharpe RatioN/A0.41
    Treynor RatioN/A-93.39