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Dryden Global Real Estate B (PURBX)
On
Dec 11
:
16.34
0.09
(0.55%)
MORE ON PURBX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2004)
:
38.73%
Worst 1 Yr Total Return
(2008)
:
-44.77%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PURBX
Category
Alpha (against Standard Index)
-4.95
-5.16
Beta (against Standard Index)
1.16
1.10
Mean Annual Return
-12.59
-0.70
R-squared (against Standard Index)
78
79.85
Standard Deviation
31.13
29.59
Sharpe Ratio
-0.34
N/A
Treynor Ratio
-12.86
N/A
5 Years
Statistic
PURBX
Category
Alpha (against Standard Index)
-0.94
-1.35
Beta (against Standard Index)
1.11
1.11
Mean Annual Return
2.05
0.42
R-squared (against Standard Index)
71
72.32
Standard Deviation
25.83
25.78
Sharpe Ratio
0.10
N/A
Treynor Ratio
-0.84
N/A
10 Years
Statistic
PURBX
Category
Alpha (against Standard Index)
9.89
9.39
Beta (against Standard Index)
0.82
0.84
Mean Annual Return
11.67
1.07
R-squared (against Standard Index)
50
51.12
Standard Deviation
20.76
21.08
Sharpe Ratio
0.50
N/A
Treynor Ratio
10.67
N/A
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