It is an exclamatory sentence.
@Moegitto The sentence as written in the OP contains no terminal punctuation, so we don’t know if it ends with a period or an exclamation mark. It may be part of the assignment to figure out which kind of sentence it is and then punctuate appropriately.
If it were a declarative sentence, however, there would be some proposition—that is, some statement being put forth as true—that we could extract from it. As there is no such proposition in this case, we can be sure that it is an exclamatory sentence.
The sentence, after all, does not say what the disappointment is. It is a reaction to something. One could easily imagine an announcer at a baseball game watching a player make some blunder that loses his team the World Series saying “What a disappointment for Peter Cooper!”