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    Deutsche Real Estate Securities S (RRREX)

    20.35 Down 0.41(1.97%) Feb 5

    Risk as of Jan 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)7.266.77
    Beta (against Standard Index)0.450.48
    Mean Annual Return0.770.88
    R-squared (against Standard Index)11.5615.58
    Standard Deviation14.9013.63
    Sharpe Ratio0.620.79
    Treynor Ratio18.9721.72
    5 Years
    StatisticRRREXCategory
    Alpha (against Standard Index)7.356.79
    Beta (against Standard Index)0.720.73
    Mean Annual Return0.930.98
    R-squared (against Standard Index)35.1939.31
    Standard Deviation16.1515.23
    Sharpe Ratio0.680.78
    Treynor Ratio14.3115.46
    10 Years
    StatisticRRREXCategory
    Alpha (against Standard Index)4.433.21
    Beta (against Standard Index)1.081.08
    Mean Annual Return0.810.81
    R-squared (against Standard Index)50.7152.48
    Standard Deviation25.6825.02
    Sharpe Ratio0.340.34
    Treynor Ratio4.985.09