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Dreyfus Active MidCap I (DNLRX)

56.34 Up 0.26(0.46%) Oct 24

Risk as of Sep 29, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:4
Number of Years Up10
Number of Years Down3
Best 1 Yr Total Return(Dec 30, 2013):35.72%
Worst 1 Yr Total Return(Dec 30, 2008):-45.03%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)-1.60-3.68
Beta (against Standard Index)1.020.97
Mean Annual Return0.820.60
R-squared (against Standard Index)88.9878.22
Standard Deviation11.7411.92
Sharpe Ratio0.830.61
Treynor Ratio9.266.90
5 Years
Alpha (against Standard Index)-1.70-2.22
Beta (against Standard Index)1.131.04
Mean Annual Return1.351.19
R-squared (against Standard Index)89.3481.58
Standard Deviation13.3112.84
Sharpe Ratio1.211.11
Treynor Ratio14.5113.79
10 Years
Alpha (against Standard Index)-2.62-0.62
Beta (against Standard Index)1.171.09
Mean Annual Return0.570.69
R-squared (against Standard Index)90.4286.65
Standard Deviation18.8217.89
Sharpe Ratio0.320.42
Treynor Ratio3.685.57