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Dreyfus Midcap Value A (DMCVX)
On
Dec 15
:
26.81
0.02
(0.07%)
MORE ON DMCVX
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Research Reports
Risk
As of 30-Nov-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
(2004)
:
17.53%
Worst 1 Yr Total Return
(2008)
:
-39.83%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
DMCVX
Category
Alpha (against Standard Index)
6.68
1.45
Beta (against Standard Index)
1.19
1.13
Mean Annual Return
-1.59
-0.27
R-squared (against Standard Index)
87
88.11
Standard Deviation
25.24
23.88
Sharpe Ratio
-0.03
N/A
Treynor Ratio
-3.25
N/A
5 Years
Statistic
DMCVX
Category
Alpha (against Standard Index)
3.64
1.17
Beta (against Standard Index)
1.21
1.15
Mean Annual Return
3.28
0.26
R-squared (against Standard Index)
85
86.34
Standard Deviation
21.10
19.90
Sharpe Ratio
0.12
N/A
Treynor Ratio
0.24
N/A
10 Years
Statistic
DMCVX
Category
Alpha (against Standard Index)
11.01
5.72
Beta (against Standard Index)
1.36
1.04
Mean Annual Return
8.23
0.53
R-squared (against Standard Index)
78
73.17
Standard Deviation
24.96
19.87
Sharpe Ratio
0.33
N/A
Treynor Ratio
3.90
N/A
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