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DWS Core Fixed Income A (SFXAX)
On
Dec 24
:
8.97
0.02
(0.22%)
MORE ON SFXAX
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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)
:
4.97%
Worst 1 Yr Total Return
(2008)
:
-14.34%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SFXAX
Category
Alpha (against Standard Index)
-5.68
-1.73
Beta (against Standard Index)
0.67
1.02
Mean Annual Return
-0.89
0.39
R-squared (against Standard Index)
23
59.65
Standard Deviation
5.77
5.93
Sharpe Ratio
-0.52
N/A
Treynor Ratio
-4.74
N/A
5 Years
Statistic
SFXAX
Category
Alpha (against Standard Index)
-3.56
-1.13
Beta (against Standard Index)
0.71
0.98
Mean Annual Return
1.03
0.35
R-squared (against Standard Index)
30
61.85
Standard Deviation
4.83
4.90
Sharpe Ratio
-0.38
N/A
Treynor Ratio
-2.76
N/A
10 Years
Statistic
SFXAX
Category
Alpha (against Standard Index)
-1.73
-0.67
Beta (against Standard Index)
0.86
0.96
Mean Annual Return
4.11
0.46
R-squared (against Standard Index)
55
70.95
Standard Deviation
4.48
4.48
Sharpe Ratio
0.28
N/A
Treynor Ratio
1.37
N/A
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