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    Deutsche Real Estate Securities R (RRRSX)

    22.61 Down 0.18(0.79%) Jun 24

    Risk as of May 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up9
    Number of Years Down3
    Best 1 Yr Total Return(Dec 30, 2006):37.45%
    Worst 1 Yr Total Return(Dec 30, 2008):-39.42%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticRRRSXCategory
    Alpha (against Standard Index)7.566.64
    Beta (against Standard Index)0.480.55
    Mean Annual Return0.860.82
    R-squared (against Standard Index)14.5722.47
    Standard Deviation15.0014.18
    Sharpe Ratio0.690.70
    Treynor Ratio20.0917.11
    5 Years
    StatisticRRRSXCategory
    Alpha (against Standard Index)5.755.60
    Beta (against Standard Index)0.720.74
    Mean Annual Return0.840.84
    R-squared (against Standard Index)35.9741.98
    Standard Deviation16.3415.71
    Sharpe Ratio0.610.65
    Treynor Ratio12.5412.55
    10 Years
    StatisticRRRSXCategory
    Alpha (against Standard Index)3.883.34
    Beta (against Standard Index)1.091.08
    Mean Annual Return0.830.79
    R-squared (against Standard Index)51.4753.54
    Standard Deviation25.7525.05
    Sharpe Ratio0.350.34
    Treynor Ratio5.314.98