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    Deutsche Real Estate Securities C (RRRCX)

    23.90 Down 1.45(5.72%) Dec 18

    Risk as of Nov 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):37.59%
    Worst 1 Yr Total Return(Dec 30, 2008):-39.76%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)7.147.46
    Beta (against Standard Index)0.570.59
    Mean Annual Return1.281.33
    R-squared (against Standard Index)19.8524.53
    Standard Deviation13.3712.64
    Sharpe Ratio1.141.29
    Treynor Ratio27.1828.07
    5 Years
    Alpha (against Standard Index)7.828.30
    Beta (against Standard Index)0.850.84
    Mean Annual Return1.411.44
    R-squared (against Standard Index)52.9654.96
    Standard Deviation16.9116.60
    Sharpe Ratio0.991.04
    Treynor Ratio19.5120.36
    10 Years
    Alpha (against Standard Index)2.082.21
    Beta (against Standard Index)1.141.13
    Mean Annual Return0.910.91
    R-squared (against Standard Index)54.3855.73
    Standard Deviation25.6125.02
    Sharpe Ratio0.370.38
    Treynor Ratio5.465.70