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DWS Capital Growth S (SCGSX)
On
Jan 5
:
48.23
0.08
(0.17%)
MORE ON SCGSX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Low
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
12.28%
Worst 1 Yr Total Return
(2008)
:
-32.80%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SCGSX
Category
Alpha (against Standard Index)
1.84
2.20
Beta (against Standard Index)
0.85
0.99
Mean Annual Return
-2.72
-0.14
R-squared (against Standard Index)
93
88.76
Standard Deviation
17.51
21.04
Sharpe Ratio
-0.20
N/A
Treynor Ratio
-5.86
N/A
5 Years
Statistic
SCGSX
Category
Alpha (against Standard Index)
1.01
0.80
Beta (against Standard Index)
0.86
1.01
Mean Annual Return
2.13
0.24
R-squared (against Standard Index)
93
86.59
Standard Deviation
14.34
17.50
Sharpe Ratio
0.02
N/A
Treynor Ratio
-1.00
N/A
10 Years
Statistic
SCGSX
Category
Alpha (against Standard Index)
N/A
-0.13
Beta (against Standard Index)
N/A
1.04
Mean Annual Return
N/A
0.05
R-squared (against Standard Index)
N/A
78.99
Standard Deviation
N/A
19.17
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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