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Old Mutual Dwight S/T Fixed Income Instl (OIDSX)
On
Dec 18
:
10.06
0.00
(0.00%)
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Number of Years Up:
2
Number of Years Down:
0
Best 1 Yr Total Return
(2007)
:
5.74%
Worst 1 Yr Total Return
(2008)
:
0.42%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
OIDSX
Category
Alpha (against Standard Index)
1.34
-0.15
Beta (against Standard Index)
0.24
0.36
Mean Annual Return
4.62
0.30
R-squared (against Standard Index)
17
33.68
Standard Deviation
2.33
3.31
Sharpe Ratio
0.96
N/A
Treynor Ratio
9.82
N/A
5 Years
Statistic
OIDSX
Category
Alpha (against Standard Index)
0.31
-0.52
Beta (against Standard Index)
0.26
0.38
Mean Annual Return
3.95
0.28
R-squared (against Standard Index)
23
36.19
Standard Deviation
1.90
2.73
Sharpe Ratio
0.48
N/A
Treynor Ratio
3.73
N/A
10 Years
Statistic
OIDSX
Category
Alpha (against Standard Index)
0.88
-0.19
Beta (against Standard Index)
0.13
0.43
Mean Annual Return
4.28
0.35
R-squared (against Standard Index)
11
45.24
Standard Deviation
1.40
2.61
Sharpe Ratio
0.92
N/A
Treynor Ratio
10.70
N/A
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