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    BNY Mellon Large Cap Market Opps M (MMOMX)

    11.86 Down 0.11(0.92%) Sep 26

    Risk as of Aug 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up4
    Number of Years Down1
    Best 1 Yr Total Return(Dec 30, 2013):32.20%
    Worst 1 Yr Total Return(Dec 30, 2011):-4.27%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticMMOMXCategory
    Alpha (against Standard Index)-2.42-1.82
    Beta (against Standard Index)1.051.06
    Mean Annual Return0.870.93
    R-squared (against Standard Index)96.4885.11
    Standard Deviation11.6712.52
    Sharpe Ratio0.890.89
    Treynor Ratio9.6410.23
    5 Years
    StatisticMMOMXCategory
    Alpha (against Standard Index)-3.61-2.49
    Beta (against Standard Index)1.081.08
    Mean Annual Return1.011.09
    R-squared (against Standard Index)94.6087.60
    Standard Deviation13.0713.53
    Sharpe Ratio0.920.97
    Treynor Ratio10.8211.95
    10 Years
    StatisticMMOMXCategory
    Alpha (against Standard Index)N/A0.25
    Beta (against Standard Index)N/A1.02
    Mean Annual ReturnN/A0.74
    R-squared (against Standard Index)N/A88.61
    Standard DeviationN/A16.62
    Sharpe RatioN/A0.48
    Treynor RatioN/A6.73