Yahoo! FinanceFinance Home - My Yahoo - Yahoo! - Help 

Monday, December 21, 2009, 8:49AM ET - U.S. Markets open in 41 mins.. Dow Up 0.20% Nasdaq  0.00%
Dreyfus US Treasury Long-Term (DRGBX)On Dec 18: 16.54  Down 0.09 (0.54%)  
MORE ON DRGBX
Quotes
Charts
News & Info
Fund
HereRisk
Analyst


Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Below average
Number of Years Up:5
Number of Years Down:0
Best 1 Yr Total Return (2008):21.58%
Worst 1 Yr Total Return (2006):1.28%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticDRGBXCategory
Alpha (against Standard Index)-4.98-6.41
Beta (against Standard Index)2.382.96
Mean Annual Return6.340.65
R-squared (against Standard Index)6264.77
Standard Deviation12.5215.64
Sharpe Ratio0.37N/A
Treynor Ratio1.71N/A
5 Years
StatisticDRGBXCategory
Alpha (against Standard Index)-2.08-3.08
Beta (against Standard Index)2.352.96
Mean Annual Return6.300.60
R-squared (against Standard Index)6669.07
Standard Deviation10.5813.44
Sharpe Ratio0.35N/A
Treynor Ratio1.41N/A
10 Years
StatisticDRGBXCategory
Alpha (against Standard Index)-3.04-3.61
Beta (against Standard Index)2.022.69
Mean Annual Return6.560.71
R-squared (against Standard Index)6978.34
Standard Deviation9.2011.69
Sharpe Ratio0.42N/A
Treynor Ratio1.80N/A

Add to My Portfolio Add to Portfolio    Set Alert Set Alert    Email to a Friend Email to a Friend
Get Risk for Another Symbol: Symbol Lookup
Help with Risk StatisticsPlanning Center