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Dreyfus Balanced Opportunity Z (DBOZX)
On
Dec 4
:
14.94
0.04
(0.27%)
MORE ON DBOZX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
2
Number of Years Down:
2
Best 1 Yr Total Return
(2006)
:
9.53%
Worst 1 Yr Total Return
(2008)
:
-27.80%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
DBOZX
Category
Alpha (against Standard Index)
-3.34
-2.88
Beta (against Standard Index)
1.12
1.08
Mean Annual Return
-3.18
-0.13
R-squared (against Standard Index)
97
93.44
Standard Deviation
14.94
14.69
Sharpe Ratio
-0.30
N/A
Treynor Ratio
-4.99
N/A
5 Years
Statistic
DBOZX
Category
Alpha (against Standard Index)
-4.29
-2.47
Beta (against Standard Index)
1.10
1.06
Mean Annual Return
0.33
0.23
R-squared (against Standard Index)
96
92.52
Standard Deviation
12.12
11.89
Sharpe Ratio
-0.16
N/A
Treynor Ratio
-2.44
N/A
10 Years
Statistic
DBOZX
Category
Alpha (against Standard Index)
-0.66
-2.17
Beta (against Standard Index)
1.15
1.05
Mean Annual Return
4.14
0.26
R-squared (against Standard Index)
86
86.72
Standard Deviation
12.25
11.31
Sharpe Ratio
0.15
N/A
Treynor Ratio
1.02
N/A
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