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Dreyfus Alpha Growth C (BSFCX)
On
Dec 1
:
15.09
0.16
(1.07%)
MORE ON BSFCX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2005)
:
14.73%
Worst 1 Yr Total Return
(2008)
:
-38.40%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
BSFCX
Category
Alpha (against Standard Index)
-1.56
2.45
Beta (against Standard Index)
1.00
1.00
Mean Annual Return
-8.63
-0.24
R-squared (against Standard Index)
92
88.47
Standard Deviation
20.37
20.84
Sharpe Ratio
-0.46
N/A
Treynor Ratio
-11.06
N/A
5 Years
Statistic
BSFCX
Category
Alpha (against Standard Index)
-0.84
0.94
Beta (against Standard Index)
1.05
1.01
Mean Annual Return
-1.00
0.21
R-squared (against Standard Index)
82
86.37
Standard Deviation
18.41
17.46
Sharpe Ratio
-0.12
N/A
Treynor Ratio
-3.83
N/A
10 Years
Statistic
BSFCX
Category
Alpha (against Standard Index)
1.62
0.18
Beta (against Standard Index)
0.93
1.04
Mean Annual Return
0.64
0.04
R-squared (against Standard Index)
74
78.62
Standard Deviation
17.37
19.22
Sharpe Ratio
-0.04
N/A
Treynor Ratio
-2.51
N/A
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