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DWS Core Fixed Income C (SFXCX)
On
Dec 24
:
8.97
0.02
(0.22%)
MORE ON SFXCX
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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)
:
4.09%
Worst 1 Yr Total Return
(2008)
:
-14.90%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SFXCX
Category
Alpha (against Standard Index)
-6.47
-1.73
Beta (against Standard Index)
0.68
1.02
Mean Annual Return
-1.64
0.39
R-squared (against Standard Index)
23
59.65
Standard Deviation
5.83
5.93
Sharpe Ratio
-0.64
N/A
Treynor Ratio
-5.78
N/A
5 Years
Statistic
SFXCX
Category
Alpha (against Standard Index)
-4.33
-1.13
Beta (against Standard Index)
0.72
0.98
Mean Annual Return
0.27
0.35
R-squared (against Standard Index)
29
61.85
Standard Deviation
4.87
4.90
Sharpe Ratio
-0.53
N/A
Treynor Ratio
-3.80
N/A
10 Years
Statistic
SFXCX
Category
Alpha (against Standard Index)
-2.49
-0.67
Beta (against Standard Index)
0.87
0.96
Mean Annual Return
3.34
0.46
R-squared (against Standard Index)
54
70.95
Standard Deviation
4.50
4.48
Sharpe Ratio
0.11
N/A
Treynor Ratio
0.47
N/A
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