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Dreyfus Active MidCap A (DNLDX)
On
Dec 30
:
28.34
0.03
(0.11%)
MORE ON DNLDX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2004)
:
15.32%
Worst 1 Yr Total Return
(2008)
:
-44.73%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
DNLDX
Category
Alpha (against Standard Index)
-4.41
1.45
Beta (against Standard Index)
1.20
1.13
Mean Annual Return
-12.09
-0.27
R-squared (against Standard Index)
90
88.11
Standard Deviation
25.05
23.88
Sharpe Ratio
-0.47
N/A
Treynor Ratio
-11.99
N/A
5 Years
Statistic
DNLDX
Category
Alpha (against Standard Index)
-1.34
1.17
Beta (against Standard Index)
1.21
1.15
Mean Annual Return
-1.71
0.26
R-squared (against Standard Index)
89
86.34
Standard Deviation
20.63
19.90
Sharpe Ratio
-0.12
N/A
Treynor Ratio
-3.87
N/A
10 Years
Statistic
DNLDX
Category
Alpha (against Standard Index)
3.69
5.72
Beta (against Standard Index)
1.05
1.04
Mean Annual Return
2.41
0.53
R-squared (against Standard Index)
75
73.17
Standard Deviation
19.59
19.87
Sharpe Ratio
0.07
N/A
Treynor Ratio
-0.50
N/A
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