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Deutsche Real Estate Securities S (RRREX)

21.82 Down 0.24(1.09%) Apr 29

Risk as of Mar 30, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:4
Number of Years Up7
Number of Years Down3
Best 1 Yr Total Return(Dec 30, 2006):37.98%
Worst 1 Yr Total Return(Dec 30, 2008):-39.34%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticRRREXCategory
Alpha (against Standard Index)8.086.48
Beta (against Standard Index)0.530.59
Mean Annual Return0.940.84
R-squared (against Standard Index)16.5424.03
Standard Deviation15.6314.81
Sharpe Ratio0.720.68
Treynor Ratio20.0216.20
5 Years
StatisticRRREXCategory
Alpha (against Standard Index)7.736.96
Beta (against Standard Index)0.730.75
Mean Annual Return1.010.96
R-squared (against Standard Index)37.3642.94
Standard Deviation16.4015.80
Sharpe Ratio0.740.73
Treynor Ratio15.5014.52
10 Years
StatisticRRREXCategory
Alpha (against Standard Index)4.073.07
Beta (against Standard Index)1.081.07
Mean Annual Return0.830.74
R-squared (against Standard Index)51.2553.19
Standard Deviation25.7825.06
Sharpe Ratio0.340.31
Treynor Ratio5.184.40