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Dreyfus Global Real Estate Securities A (DRLAX)

9.72 Down 0.10(1.02%) Aug 26

Risk as of Jul 30, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up5
Number of Years Down4
Best 1 Yr Total Return(Dec 30, 2009):36.38%
Worst 1 Yr Total Return(Dec 30, 2008):-43.60%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticDRLAXCategory
Alpha (against Standard Index)5.633.24
Beta (against Standard Index)0.700.75
Mean Annual Return0.840.67
R-squared (against Standard Index)42.3152.67
Standard Deviation12.5712.29
Sharpe Ratio0.800.66
Treynor Ratio13.9010.63
5 Years
StatisticDRLAXCategory
Alpha (against Standard Index)3.181.44
Beta (against Standard Index)0.860.92
Mean Annual Return0.790.68
R-squared (against Standard Index)60.7866.35
Standard Deviation15.0415.34
Sharpe Ratio0.630.54
Treynor Ratio10.048.16
10 Years
StatisticDRLAXCategory
Alpha (against Standard Index)N/A-0.98
Beta (against Standard Index)N/A1.08
Mean Annual ReturnN/A0.45
R-squared (against Standard Index)N/A75.66
Standard DeviationN/A21.12
Sharpe RatioN/A0.22
Treynor RatioN/A2.16