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    Deutsche Real Estate Securities Instl (RRRRX)

    24.38 Up 0.07(0.29%) Mar 27

    Risk as of Feb 27, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up12
    Number of Years Down3
    Best 1 Yr Total Return(Dec 30, 2003):38.91%
    Worst 1 Yr Total Return(Dec 30, 2008):-38.99%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)10.028.89
    Beta (against Standard Index)0.430.46
    Mean Annual Return1.251.18
    R-squared (against Standard Index)11.0015.29
    Standard Deviation13.5712.61
    Sharpe Ratio1.101.16
    Treynor Ratio34.9231.72
    5 Years
    Alpha (against Standard Index)9.178.28
    Beta (against Standard Index)0.760.77
    Mean Annual Return1.481.42
    R-squared (against Standard Index)44.3347.91
    Standard Deviation16.6816.30
    Sharpe Ratio1.061.04
    Treynor Ratio23.1421.89
    10 Years
    Alpha (against Standard Index)4.203.19
    Beta (against Standard Index)1.111.10
    Mean Annual Return1.040.95
    R-squared (against Standard Index)51.7953.29
    Standard Deviation25.5924.91
    Sharpe Ratio0.430.40
    Treynor Ratio7.206.39