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    Deutsche Real Estate Securities A (RRRAX)

    23.81 Down 0.12(0.50%) Dec 24

    Risk as of Nov 29, 2014Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up8
    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
    Alpha (against Standard Index)7.867.46
    Beta (against Standard Index)0.570.59
    Mean Annual Return1.341.33
    R-squared (against Standard Index)19.8024.53
    Standard Deviation13.3912.64
    Sharpe Ratio1.191.29
    Treynor Ratio28.6228.07
    5 Years
    Alpha (against Standard Index)8.528.30
    Beta (against Standard Index)0.850.84
    Mean Annual Return1.461.44
    R-squared (against Standard Index)52.9254.96
    Standard Deviation16.9516.60
    Sharpe Ratio1.031.04
    Treynor Ratio20.4420.36
    10 Years
    Alpha (against Standard Index)2.792.21
    Beta (against Standard Index)1.151.13
    Mean Annual Return0.970.91
    R-squared (against Standard Index)54.3655.73
    Standard Deviation25.6925.02
    Sharpe Ratio0.390.38
    Treynor Ratio6.115.70