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    Deutsche Real Estate Securities A (RRRAX)

    21.69 Down 0.24(1.09%) Apr 29

    Risk as of Mar 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up10
    Number of Years Down3
    Best 1 Yr Total Return(Dec 30, 2003):38.51%
    Worst 1 Yr Total Return(Dec 30, 2008):-39.34%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticRRRAXCategory
    Alpha (against Standard Index)7.836.48
    Beta (against Standard Index)0.530.59
    Mean Annual Return0.920.84
    R-squared (against Standard Index)16.5024.03
    Standard Deviation15.6514.81
    Sharpe Ratio0.700.68
    Treynor Ratio19.5116.20
    5 Years
    StatisticRRRAXCategory
    Alpha (against Standard Index)7.486.96
    Beta (against Standard Index)0.730.75
    Mean Annual Return0.990.96
    R-squared (against Standard Index)37.3842.94
    Standard Deviation16.4115.80
    Sharpe Ratio0.720.73
    Treynor Ratio15.1114.52
    10 Years
    StatisticRRRAXCategory
    Alpha (against Standard Index)3.833.07
    Beta (against Standard Index)1.081.07
    Mean Annual Return0.810.74
    R-squared (against Standard Index)51.2353.19
    Standard Deviation25.7725.06
    Sharpe Ratio0.330.31
    Treynor Ratio4.954.40