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Dreyfus LifeTime Growth & Income R (DGIRX)
On
Dec 9
:
13.46
0.03
(0.22%)
MORE ON DGIRX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
11.66%
Worst 1 Yr Total Return
(2008)
:
-22.44%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
DGIRX
Category
Alpha (against Standard Index)
-2.36
-0.86
Beta (against Standard Index)
0.95
0.74
Mean Annual Return
-1.73
0.06
R-squared (against Standard Index)
97
86.33
Standard Deviation
12.61
10.51
Sharpe Ratio
-0.27
N/A
Treynor Ratio
-4.38
N/A
5 Years
Statistic
DGIRX
Category
Alpha (against Standard Index)
-1.85
-1.44
Beta (against Standard Index)
0.95
0.71
Mean Annual Return
2.67
0.26
R-squared (against Standard Index)
96
84.96
Standard Deviation
10.40
8.32
Sharpe Ratio
0.02
N/A
Treynor Ratio
-0.37
N/A
10 Years
Statistic
DGIRX
Category
Alpha (against Standard Index)
-2.49
-1.02
Beta (against Standard Index)
0.95
0.71
Mean Annual Return
2.11
0.29
R-squared (against Standard Index)
95
78.75
Standard Deviation
9.61
8.01
Sharpe Ratio
-0.04
N/A
Treynor Ratio
-0.91
N/A
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