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Dreyfus US Treasury Long-Term (DRGBX)
On
Dec 18
:
16.54
0.09
(0.54%)
MORE ON DRGBX
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Research Reports
Risk
As of 30-Nov-09
Get
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
Statistic
DRGBX
Category
Alpha (against Standard Index)
-4.98
-6.41
Beta (against Standard Index)
2.38
2.96
Mean Annual Return
6.34
0.65
R-squared (against Standard Index)
62
64.77
Standard Deviation
12.52
15.64
Sharpe Ratio
0.37
N/A
Treynor Ratio
1.71
N/A
5 Years
Statistic
DRGBX
Category
Alpha (against Standard Index)
-2.08
-3.08
Beta (against Standard Index)
2.35
2.96
Mean Annual Return
6.30
0.60
R-squared (against Standard Index)
66
69.07
Standard Deviation
10.58
13.44
Sharpe Ratio
0.35
N/A
Treynor Ratio
1.41
N/A
10 Years
Statistic
DRGBX
Category
Alpha (against Standard Index)
-3.04
-3.61
Beta (against Standard Index)
2.02
2.69
Mean Annual Return
6.56
0.71
R-squared (against Standard Index)
69
78.34
Standard Deviation
9.20
11.69
Sharpe Ratio
0.42
N/A
Treynor Ratio
1.80
N/A
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