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Dreyfus Core Equity C (DPECX)
On
Dec 30
:
14.06
0.00
(0.00%)
MORE ON DPECX
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Risk
As of 30-Nov-09
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Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Low
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
14.70%
Worst 1 Yr Total Return
(2008)
:
-32.33%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
DPECX
Category
Alpha (against Standard Index)
0.17
0.06
Beta (against Standard Index)
0.84
1.00
Mean Annual Return
-4.15
-0.33
R-squared (against Standard Index)
95
95.82
Standard Deviation
17.03
20.42
Sharpe Ratio
-0.30
N/A
Treynor Ratio
-7.68
N/A
5 Years
Statistic
DPECX
Category
Alpha (against Standard Index)
-0.40
0.04
Beta (against Standard Index)
0.83
1.01
Mean Annual Return
0.82
0.17
R-squared (against Standard Index)
93
95.19
Standard Deviation
13.76
16.64
Sharpe Ratio
-0.09
N/A
Treynor Ratio
-2.63
N/A
10 Years
Statistic
DPECX
Category
Alpha (against Standard Index)
-1.41
0.81
Beta (against Standard Index)
0.77
0.96
Mean Annual Return
-1.03
0.14
R-squared (against Standard Index)
90
91.13
Standard Deviation
13.16
16.39
Sharpe Ratio
-0.23
N/A
Treynor Ratio
-5.14
N/A
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