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Dreyfus Emerging Leaders (DRELX)
On
Dec 4
:
15.78
0.41
(2.67%)
MORE ON DRELX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2004)
:
14.23%
Worst 1 Yr Total Return
(2008)
:
-39.39%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
DRELX
Category
Alpha (against Standard Index)
-7.16
1.01
Beta (against Standard Index)
1.16
1.19
Mean Annual Return
-15.49
-0.48
R-squared (against Standard Index)
86
87.23
Standard Deviation
24.35
24.84
Sharpe Ratio
-0.66
N/A
Treynor Ratio
-15.47
N/A
5 Years
Statistic
DRELX
Category
Alpha (against Standard Index)
-4.59
1.42
Beta (against Standard Index)
1.20
1.21
Mean Annual Return
-5.32
0.23
R-squared (against Standard Index)
83
84.16
Standard Deviation
20.85
21.07
Sharpe Ratio
-0.30
N/A
Treynor Ratio
-6.97
N/A
10 Years
Statistic
DRELX
Category
Alpha (against Standard Index)
2.32
7.80
Beta (against Standard Index)
1.07
1.01
Mean Annual Return
0.24
0.68
R-squared (against Standard Index)
67
64.84
Standard Deviation
21.12
20.31
Sharpe Ratio
-0.02
N/A
Treynor Ratio
-2.55
N/A
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