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Dreyfus Emerging Markets A (DRFMX)

On Nov 27: 11.39   0.34 (2.90%)

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Risk  As of 31-Oct-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Low Number of Years Up: 4 Number of Years Down: 1 Best 1 Yr Total Return (2007): 27.23% Worst 1 Yr Total Return (2008): -47.09% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic DRFMX Category Alpha (against Standard Index) 14.60 12.35 Beta (against Standard Index) 1.21 1.29 Mean Annual Return 6.56 0.71 R-squared (against Standard Index) 89 87.52 Standard Deviation 30.70 33.07 Sharpe Ratio 0.29 N/A Treynor Ratio 3.42 N/A 5 Years Statistic DRFMX Category Alpha (against Standard Index) 9.61 9.15 Beta (against Standard Index) 1.24 1.29 Mean Annual Return 14.99 1.44 R-squared (against Standard Index) 87 85.78 Standard Deviation 26.34 27.65 Sharpe Ratio 0.56 N/A Treynor Ratio 9.64 N/A 10 Years Statistic DRFMX Category Alpha (against Standard Index) 11.32 9.81 Beta (against Standard Index) 1.13 1.23 Mean Annual Return 13.11 1.14 R-squared (against Standard Index) 78 76.71 Standard Deviation 23.10 25.41 Sharpe Ratio 0.53 N/A Treynor Ratio 8.95 N/A
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