Dow Down0.10% Nasdaq Up0.25%

Dreyfus Greater China A (DPCAX)

41.21 Up 0.32(0.78%) Aug 29

Risk as of Jul 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:5
Number of Years Up11
Number of Years Down4
Best 1 Yr Total Return(Dec 30, 2009):119.08%
Worst 1 Yr Total Return(Dec 30, 2008):-56.71%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticDPCAXCategory
Alpha (against Standard Index)-7.21-2.50
Beta (against Standard Index)1.271.03
Mean Annual Return0.150.40
R-squared (against Standard Index)66.4273.90
Standard Deviation25.7619.97
Sharpe Ratio0.060.24
Treynor Ratio-1.342.75
5 Years
StatisticDPCAXCategory
Alpha (against Standard Index)-6.49-1.17
Beta (against Standard Index)1.160.91
Mean Annual Return0.410.65
R-squared (against Standard Index)60.6263.79
Standard Deviation24.4518.68
Sharpe Ratio0.200.42
Treynor Ratio1.556.86
10 Years
StatisticDPCAXCategory
Alpha (against Standard Index)4.114.04
Beta (against Standard Index)1.321.08
Mean Annual Return1.351.18
R-squared (against Standard Index)66.4169.21
Standard Deviation30.7124.62
Sharpe Ratio0.480.52
Treynor Ratio7.879.39