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DWS Emerging Markets Equity S (SEMGX)
On
Dec 4
:
17.04
0.08
(0.47%)
MORE ON SEMGX
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Research Reports
Risk
As of 31-Oct-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)
:
39.53%
Worst 1 Yr Total Return
(2008)
:
-57.74%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SEMGX
Category
Alpha (against Standard Index)
9.36
12.35
Beta (against Standard Index)
1.28
1.29
Mean Annual Return
-0.01
0.71
R-squared (against Standard Index)
86
87.52
Standard Deviation
33.10
33.07
Sharpe Ratio
0.10
N/A
Treynor Ratio
-1.90
N/A
5 Years
Statistic
SEMGX
Category
Alpha (against Standard Index)
7.25
9.15
Beta (against Standard Index)
1.30
1.29
Mean Annual Return
12.00
1.44
R-squared (against Standard Index)
84
85.78
Standard Deviation
28.21
27.65
Sharpe Ratio
0.44
N/A
Treynor Ratio
6.88
N/A
10 Years
Statistic
SEMGX
Category
Alpha (against Standard Index)
8.02
9.81
Beta (against Standard Index)
1.23
1.23
Mean Annual Return
8.99
1.14
R-squared (against Standard Index)
78
76.71
Standard Deviation
25.11
25.41
Sharpe Ratio
0.36
N/A
Treynor Ratio
4.90
N/A
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