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Dreyfus Appreciation (DGAGX)
On
Dec 22
:
34.18
0.14
(0.41%)
MORE ON DGAGX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Low
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
16.26%
Worst 1 Yr Total Return
(2008)
:
-32.37%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
DGAGX
Category
Alpha (against Standard Index)
0.64
0.06
Beta (against Standard Index)
0.85
1.00
Mean Annual Return
-3.87
-0.33
R-squared (against Standard Index)
94
95.82
Standard Deviation
17.46
20.42
Sharpe Ratio
-0.27
N/A
Treynor Ratio
-7.20
N/A
5 Years
Statistic
DGAGX
Category
Alpha (against Standard Index)
0.48
0.04
Beta (against Standard Index)
0.84
1.01
Mean Annual Return
1.65
0.17
R-squared (against Standard Index)
92
95.19
Standard Deviation
14.09
16.64
Sharpe Ratio
-0.02
N/A
Treynor Ratio
-1.59
N/A
10 Years
Statistic
DGAGX
Category
Alpha (against Standard Index)
-0.06
0.81
Beta (against Standard Index)
0.78
0.96
Mean Annual Return
0.26
0.14
R-squared (against Standard Index)
87
91.13
Standard Deviation
13.47
16.39
Sharpe Ratio
-0.13
N/A
Treynor Ratio
-3.43
N/A
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