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DWS Emerging Markets Fixed Income C (SZECX)
On
Dec 30
:
10.23
0.02
(0.20%)
MORE ON SZECX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
13.20%
Worst 1 Yr Total Return
(2008)
:
-25.23%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SZECX
Category
Alpha (against Standard Index)
-9.71
-4.50
Beta (against Standard Index)
2.59
2.19
Mean Annual Return
1.20
0.55
R-squared (against Standard Index)
35
36.04
Standard Deviation
18.15
15.18
Sharpe Ratio
0.04
N/A
Treynor Ratio
-0.41
N/A
5 Years
Statistic
SZECX
Category
Alpha (against Standard Index)
-1.52
0.49
Beta (against Standard Index)
2.26
1.95
Mean Annual Return
5.96
0.69
R-squared (against Standard Index)
31
35.07
Standard Deviation
14.80
12.20
Sharpe Ratio
0.27
N/A
Treynor Ratio
1.32
N/A
10 Years
Statistic
SZECX
Category
Alpha (against Standard Index)
2.70
3.95
Beta (against Standard Index)
1.47
1.38
Mean Annual Return
10.17
0.97
R-squared (against Standard Index)
18
21.93
Standard Deviation
13.08
11.30
Sharpe Ratio
0.59
N/A
Treynor Ratio
4.94
N/A
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