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Dreyfus Discovery C (FDICX)
On
Dec 8
:
21.45
0.20
(0.92%)
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2004)
:
9.67%
Worst 1 Yr Total Return
(2008)
:
-38.93%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FDICX
Category
Alpha (against Standard Index)
-1.28
1.71
Beta (against Standard Index)
1.07
1.15
Mean Annual Return
-9.22
-0.40
R-squared (against Standard Index)
88
85.55
Standard Deviation
22.16
24.28
Sharpe Ratio
-0.43
N/A
Treynor Ratio
-10.91
N/A
5 Years
Statistic
FDICX
Category
Alpha (against Standard Index)
-3.07
1.12
Beta (against Standard Index)
1.14
1.19
Mean Annual Return
-3.67
0.21
R-squared (against Standard Index)
80
81.02
Standard Deviation
20.29
21.15
Sharpe Ratio
-0.23
N/A
Treynor Ratio
-5.87
N/A
10 Years
Statistic
FDICX
Category
Alpha (against Standard Index)
0.34
5.25
Beta (against Standard Index)
1.19
1.18
Mean Annual Return
-3.00
0.43
R-squared (against Standard Index)
56
56.73
Standard Deviation
25.52
25.52
Sharpe Ratio
-0.11
N/A
Treynor Ratio
-5.02
N/A
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