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Dreyfus (DREVX)
On
Dec 29
:
7.89
0.01
(0.13%)
MORE ON DREVX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
15.58%
Worst 1 Yr Total Return
(2008)
:
-38.21%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
DREVX
Category
Alpha (against Standard Index)
0.58
0.06
Beta (against Standard Index)
1.00
1.00
Mean Annual Return
-5.28
-0.33
R-squared (against Standard Index)
98
95.82
Standard Deviation
20.09
20.42
Sharpe Ratio
-0.28
N/A
Treynor Ratio
-7.55
N/A
5 Years
Statistic
DREVX
Category
Alpha (against Standard Index)
0.29
0.04
Beta (against Standard Index)
1.00
1.01
Mean Annual Return
0.97
0.17
R-squared (against Standard Index)
98
95.19
Standard Deviation
16.28
16.64
Sharpe Ratio
-0.04
N/A
Treynor Ratio
-2.02
N/A
10 Years
Statistic
DREVX
Category
Alpha (against Standard Index)
-0.60
0.81
Beta (against Standard Index)
1.00
0.96
Mean Annual Return
-1.20
0.14
R-squared (against Standard Index)
98
91.13
Standard Deviation
16.43
16.39
Sharpe Ratio
-0.17
N/A
Treynor Ratio
-4.11
N/A
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