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DWS Emerging Markets Equity A (SEKAX)
On
Jan 7
:
17.46
0.20
(1.13%)
MORE ON SEKAX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
39.40%
Worst 1 Yr Total Return
(2008)
:
-57.80%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SEKAX
Category
Alpha (against Standard Index)
9.37
12.34
Beta (against Standard Index)
1.28
1.29
Mean Annual Return
-0.36
0.68
R-squared (against Standard Index)
85
87.47
Standard Deviation
33.04
33.01
Sharpe Ratio
0.09
N/A
Treynor Ratio
-2.06
N/A
5 Years
Statistic
SEKAX
Category
Alpha (against Standard Index)
8.05
9.77
Beta (against Standard Index)
1.31
1.29
Mean Annual Return
11.54
1.39
R-squared (against Standard Index)
84
85.58
Standard Deviation
28.15
27.53
Sharpe Ratio
0.43
N/A
Treynor Ratio
6.52
N/A
10 Years
Statistic
SEKAX
Category
Alpha (against Standard Index)
7.64
9.46
Beta (against Standard Index)
1.23
1.23
Mean Annual Return
8.42
1.10
R-squared (against Standard Index)
78
77.00
Standard Deviation
25.02
25.24
Sharpe Ratio
0.34
N/A
Treynor Ratio
4.48
N/A
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