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    Deutsche Real Estate Securities Instl (RRRRX)

    21.38 Up 0.07(0.33%) Jul 2

    Risk as of May 30, 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)6.995.98
    Beta (against Standard Index)0.330.38
    Mean Annual Return1.000.99
    R-squared (against Standard Index)4.528.15
    Standard Deviation13.6112.51
    Sharpe Ratio0.880.98
    Treynor Ratio35.2631.16
    5 Years
    Alpha (against Standard Index)5.474.92
    Beta (against Standard Index)0.740.73
    Mean Annual Return1.201.15
    R-squared (against Standard Index)38.6842.76
    Standard Deviation16.1415.39
    Sharpe Ratio0.890.91
    Treynor Ratio18.8418.55
    10 Years
    Alpha (against Standard Index)2.511.72
    Beta (against Standard Index)1.111.09
    Mean Annual Return0.930.86
    R-squared (against Standard Index)51.3052.81
    Standard Deviation25.6424.91
    Sharpe Ratio0.380.36
    Treynor Ratio6.035.43