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Dreyfus Active MidCap I (DNLRX)
On
Dec 24
:
28.76
0.05
(0.17%)
MORE ON DNLRX
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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:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2004)
:
15.69%
Worst 1 Yr Total Return
(2008)
:
-45.03%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
DNLRX
Category
Alpha (against Standard Index)
-4.60
1.45
Beta (against Standard Index)
1.20
1.13
Mean Annual Return
-12.28
-0.27
R-squared (against Standard Index)
90
88.11
Standard Deviation
25.07
23.88
Sharpe Ratio
-0.48
N/A
Treynor Ratio
-12.13
N/A
5 Years
Statistic
DNLRX
Category
Alpha (against Standard Index)
-1.44
1.17
Beta (against Standard Index)
1.22
1.15
Mean Annual Return
-1.81
0.26
R-squared (against Standard Index)
89
86.34
Standard Deviation
20.65
19.90
Sharpe Ratio
-0.12
N/A
Treynor Ratio
-3.95
N/A
10 Years
Statistic
DNLRX
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
19.61
19.87
Sharpe Ratio
0.07
N/A
Treynor Ratio
-0.49
N/A
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