Finance Home
-
My Yahoo
-
Yahoo!
-
Help
Thursday, December 24, 2009, 9:09PM ET - U.S. Markets closed early today.
Dow
0.51%
Nasdaq
0.71%
Home
Investing
Market Overview
Market Stats
Stocks
Mutual Funds
ETFs
Bonds
Options
Industries
Currencies
New!
Education
News & Opinion
Markets
Investing Ideas
Expert Advice
Special Editions
Company Finances
Providers
Personal Finance
Banking & Budgeting
Career & Work
College & Education
Family & Home
Insurance
Loans
Real Estate
Retirement
Taxes
How-to Guides
My Portfolios
Sign In to Create/Edit My Portfolios
Free trial of Real-Time Quotes
Tech Ticker
Get Quotes
Finance Search
DWS Core Fixed Income B (SFXBX)
On
Dec 24
:
8.96
0.02
(0.22%)
MORE ON SFXBX
Quotes
Summary
Historical Prices
Charts
Interactive
Basic Chart
Basic Tech. Analysis
News & Info
Headlines
Message Board
Fund
Profile
Performance
Holdings
Risk
Purchase Info
Analyst
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)
:
4.18%
Worst 1 Yr Total Return
(2008)
:
-14.99%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SFXBX
Category
Alpha (against Standard Index)
-6.39
-1.73
Beta (against Standard Index)
0.66
1.02
Mean Annual Return
-1.65
0.39
R-squared (against Standard Index)
22
59.65
Standard Deviation
5.76
5.93
Sharpe Ratio
-0.65
N/A
Treynor Ratio
-5.98
N/A
5 Years
Statistic
SFXBX
Category
Alpha (against Standard Index)
-4.31
-1.13
Beta (against Standard Index)
0.71
0.98
Mean Annual Return
0.27
0.35
R-squared (against Standard Index)
29
61.85
Standard Deviation
4.84
4.90
Sharpe Ratio
-0.54
N/A
Treynor Ratio
-3.86
N/A
10 Years
Statistic
SFXBX
Category
Alpha (against Standard Index)
-2.47
-0.67
Beta (against Standard Index)
0.86
0.96
Mean Annual Return
3.33
0.46
R-squared (against Standard Index)
54
70.95
Standard Deviation
4.48
4.48
Sharpe Ratio
0.11
N/A
Treynor Ratio
0.47
N/A
Add to Portfolio
Set Alert
Email to a Friend
Get
Risk
for Another Symbol:
Symbol Lookup
Help with Risk Statistics
Planning Center