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Dreyfus Basic US Mortgage Securities (DIGFX)
On
Dec 24
:
15.30
0.03
(0.20%)
MORE ON DIGFX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Low
Number of Years Up:
5
Number of Years Down:
0
Best 1 Yr Total Return
(2007)
:
5.86%
Worst 1 Yr Total Return
(2004)
:
2.81%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
DIGFX
Category
Alpha (against Standard Index)
0.91
-1.73
Beta (against Standard Index)
0.67
1.02
Mean Annual Return
5.98
0.39
R-squared (against Standard Index)
74
59.65
Standard Deviation
3.10
5.93
Sharpe Ratio
1.12
N/A
Treynor Ratio
5.53
N/A
5 Years
Statistic
DIGFX
Category
Alpha (against Standard Index)
0.52
-1.13
Beta (against Standard Index)
0.70
0.98
Mean Annual Return
5.28
0.35
R-squared (against Standard Index)
77
61.85
Standard Deviation
2.79
4.90
Sharpe Ratio
0.77
N/A
Treynor Ratio
3.29
N/A
10 Years
Statistic
DIGFX
Category
Alpha (against Standard Index)
0.64
-0.67
Beta (against Standard Index)
0.65
0.96
Mean Annual Return
5.88
0.46
R-squared (against Standard Index)
75
70.95
Standard Deviation
2.84
4.48
Sharpe Ratio
1.01
N/A
Treynor Ratio
4.55
N/A
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