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Deutsche Real Estate Securities B (RRRBX)

23.71 Up 0.21(0.89%) Oct 21

Risk as of Sep 29, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up8
Number of Years Down3
Best 1 Yr Total Return(Dec 30, 2003):37.36%
Worst 1 Yr Total Return(Dec 30, 2008):-39.71%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticRRRBXCategory
Alpha (against Standard Index)2.403.07
Beta (against Standard Index)0.780.78
Mean Annual Return1.251.31
R-squared (against Standard Index)40.3044.55
Standard Deviation14.9014.24
Sharpe Ratio1.001.12
Treynor Ratio19.0320.57
5 Years
StatisticRRRBXCategory
Alpha (against Standard Index)5.696.20
Beta (against Standard Index)0.870.86
Mean Annual Return1.251.29
R-squared (against Standard Index)56.7958.48
Standard Deviation16.8416.56
Sharpe Ratio0.880.93
Treynor Ratio16.6017.45
10 Years
StatisticRRRBXCategory
Alpha (against Standard Index)1.171.37
Beta (against Standard Index)1.141.13
Mean Annual Return0.880.89
R-squared (against Standard Index)55.0356.49
Standard Deviation25.4924.92
Sharpe Ratio0.350.37
Treynor Ratio5.185.48