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Dreyfus AMT-Free Muni Bond I (DMBIX)
On
Jan 6
:
13.32
0.00
(0.00%)
MORE ON DMBIX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Number of Years Up:
0
Number of Years Down:
0
Best 1 Yr Total Return
()
:
N/A
Worst 1 Yr Total Return
()
:
N/A
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
DMBIX
Category
Alpha (against Standard Index)
-1.27
-2.38
Beta (against Standard Index)
1.09
1.16
Mean Annual Return
3.00
0.19
R-squared (against Standard Index)
94
87.38
Standard Deviation
6.77
7.62
Sharpe Ratio
0.14
N/A
Treynor Ratio
0.67
N/A
5 Years
Statistic
DMBIX
Category
Alpha (against Standard Index)
-0.71
-1.54
Beta (against Standard Index)
1.09
1.15
Mean Annual Return
3.88
0.27
R-squared (against Standard Index)
95
87.54
Standard Deviation
5.49
6.12
Sharpe Ratio
0.18
N/A
Treynor Ratio
0.82
N/A
10 Years
Statistic
DMBIX
Category
Alpha (against Standard Index)
-0.62
-1.35
Beta (against Standard Index)
1.09
1.11
Mean Annual Return
5.22
0.38
R-squared (against Standard Index)
94
88.56
Standard Deviation
5.26
5.58
Sharpe Ratio
0.45
N/A
Treynor Ratio
2.10
N/A
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