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Davis Government Bond A (RFBAX)
On
Dec 24
:
5.66
0.00
(0.00%)
MORE ON RFBAX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
5
Number of Years Down:
0
Best 1 Yr Total Return
(2007)
:
5.45%
Worst 1 Yr Total Return
(2004)
:
0.17%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
RFBAX
Category
Alpha (against Standard Index)
1.29
1.19
Beta (against Standard Index)
0.23
0.36
Mean Annual Return
4.53
0.41
R-squared (against Standard Index)
57
48.79
Standard Deviation
1.11
2.18
Sharpe Ratio
1.78
N/A
Treynor Ratio
10.07
N/A
5 Years
Statistic
RFBAX
Category
Alpha (against Standard Index)
0.05
0.08
Beta (against Standard Index)
0.25
0.38
Mean Annual Return
3.68
0.33
R-squared (against Standard Index)
58
53.07
Standard Deviation
1.06
1.90
Sharpe Ratio
0.56
N/A
Treynor Ratio
2.76
N/A
10 Years
Statistic
RFBAX
Category
Alpha (against Standard Index)
-0.65
-0.10
Beta (against Standard Index)
0.57
0.48
Mean Annual Return
4.24
0.37
R-squared (against Standard Index)
68
65.12
Standard Deviation
2.64
2.29
Sharpe Ratio
0.50
N/A
Treynor Ratio
2.32
N/A
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