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DWS Mid Cap Growth A (SMCAX)
On
Jan 6
:
11.63
0.08
(0.69%)
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2005)
:
12.24%
Worst 1 Yr Total Return
(2008)
:
-50.13%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SMCAX
Category
Alpha (against Standard Index)
-3.11
2.05
Beta (against Standard Index)
1.22
1.08
Mean Annual Return
-11.33
-0.20
R-squared (against Standard Index)
86
84.21
Standard Deviation
26.10
23.41
Sharpe Ratio
-0.41
N/A
Treynor Ratio
-11.18
N/A
5 Years
Statistic
SMCAX
Category
Alpha (against Standard Index)
-0.76
1.56
Beta (against Standard Index)
1.27
1.11
Mean Annual Return
-1.59
0.29
R-squared (against Standard Index)
83
80.86
Standard Deviation
22.35
19.91
Sharpe Ratio
-0.09
N/A
Treynor Ratio
-3.61
N/A
10 Years
Statistic
SMCAX
Category
Alpha (against Standard Index)
1.93
3.33
Beta (against Standard Index)
1.13
1.11
Mean Annual Return
-0.30
0.32
R-squared (against Standard Index)
62
61.70
Standard Deviation
23.17
23.38
Sharpe Ratio
-0.02
N/A
Treynor Ratio
-2.87
N/A
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