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DWS Core Fixed Income Inst (MFINX)
On
Dec 3
:
9.06
0.01
(0.11%)
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Risk
As of 31-Oct-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
(2007)
:
5.24%
Worst 1 Yr Total Return
(2008)
:
-14.12%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MFINX
Category
Alpha (against Standard Index)
-5.44
-1.72
Beta (against Standard Index)
0.66
1.02
Mean Annual Return
-0.66
0.39
R-squared (against Standard Index)
22
59.27
Standard Deviation
5.81
5.93
Sharpe Ratio
-0.50
N/A
Treynor Ratio
-4.66
N/A
5 Years
Statistic
MFINX
Category
Alpha (against Standard Index)
-3.41
-1.05
Beta (against Standard Index)
0.70
0.98
Mean Annual Return
0.88
0.33
R-squared (against Standard Index)
29
61.87
Standard Deviation
4.86
4.88
Sharpe Ratio
-0.42
N/A
Treynor Ratio
-3.05
N/A
10 Years
Statistic
MFINX
Category
Alpha (against Standard Index)
-1.41
-0.65
Beta (against Standard Index)
0.86
0.96
Mean Annual Return
4.33
0.45
R-squared (against Standard Index)
54
71.12
Standard Deviation
4.49
4.47
Sharpe Ratio
0.32
N/A
Treynor Ratio
1.57
N/A
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