• FirefoxTry Yahoo Finance on Firefox »
  •  Dow Up0.19% Nasdaq Up0.38%

    Deutsche Enhanced Commodity Strat S (SKSRX)

    11.69 Up 0.07(0.60%) Nov 24

    Risk as of Oct 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:2
    Number of Years Up4
    Number of Years Down5
    Best 1 Yr Total Return(Dec 30, 2007):35.31%
    Worst 1 Yr Total Return(Dec 30, 2008):-45.86%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-1.39-2.90
    Beta (against Standard Index)0.470.77
    Mean Annual Return-0.74-1.26
    R-squared (against Standard Index)75.4683.60
    Standard Deviation8.1512.60
    Sharpe Ratio-1.09-1.23
    Treynor Ratio-18.71-19.95
    5 Years
    Alpha (against Standard Index)-1.28-3.01
    Beta (against Standard Index)0.600.82
    Mean Annual Return-0.42-0.68
    R-squared (against Standard Index)78.5880.61
    Standard Deviation11.4815.50
    Sharpe Ratio-0.44-0.55
    Treynor Ratio-9.35-13.61
    10 Years
    Alpha (against Standard Index)-0.47-4.28
    Beta (against Standard Index)0.861.01
    Mean Annual Return-0.04-0.37
    R-squared (against Standard Index)80.0586.42
    Standard Deviation18.5021.06
    Sharpe Ratio-0.09-0.26
    Treynor Ratio-3.99-7.42