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    Dreyfus Small Cap Equity A (DSEAX)

    27.13 Up 0.04(0.15%) Nov 27

    Risk as of Oct 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up8
    Number of Years Down3
    Best 1 Yr Total Return(Dec 30, 2013):33.89%
    Worst 1 Yr Total Return(Dec 30, 2008):-30.59%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-1.21-1.18
    Beta (against Standard Index)0.970.95
    Mean Annual Return1.161.14
    R-squared (against Standard Index)72.8077.30
    Standard Deviation11.9211.39
    Sharpe Ratio1.171.21
    Treynor Ratio14.5114.66
    5 Years
    Alpha (against Standard Index)-4.74-3.33
    Beta (against Standard Index)1.141.08
    Mean Annual Return0.951.00
    R-squared (against Standard Index)83.7083.29
    Standard Deviation14.8614.15
    Sharpe Ratio0.760.86
    Treynor Ratio9.4510.83
    10 Years
    Alpha (against Standard Index)-1.06-0.79
    Beta (against Standard Index)1.071.09
    Mean Annual Return0.680.72
    R-squared (against Standard Index)85.5185.75
    Standard Deviation17.4917.78
    Sharpe Ratio0.400.42
    Treynor Ratio5.265.56