Dow Down0.21% Nasdaq Up0.07%

Deutsche Real Estate Securities A (RRRAX)

22.28 Down 0.16(0.71%) Sep 22

Risk as of Aug 30, 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
StatisticRRRAXCategory
Alpha (against Standard Index)2.202.36
Beta (against Standard Index)0.840.82
Mean Annual Return1.171.17
R-squared (against Standard Index)48.3252.09
Standard Deviation16.1315.33
Sharpe Ratio0.860.93
Treynor Ratio16.1016.94
5 Years
StatisticRRRAXCategory
Alpha (against Standard Index)7.787.39
Beta (against Standard Index)0.860.86
Mean Annual Return1.531.49
R-squared (against Standard Index)56.5258.31
Standard Deviation16.7616.42
Sharpe Ratio1.091.09
Treynor Ratio21.2220.94
10 Years
StatisticRRRAXCategory
Alpha (against Standard Index)1.921.43
Beta (against Standard Index)1.141.12
Mean Annual Return0.990.94
R-squared (against Standard Index)54.7356.15
Standard Deviation25.5024.84
Sharpe Ratio0.410.39
Treynor Ratio6.446.11