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Dreyfus Discovery A (FDIDX)
On
Dec 24
:
24.59
0.09
(0.37%)
MORE ON FDIDX
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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:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2004)
:
10.68%
Worst 1 Yr Total Return
(2008)
:
-38.41%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FDIDX
Category
Alpha (against Standard Index)
-2.23
0.16
Beta (against Standard Index)
1.04
1.12
Mean Annual Return
-8.62
-0.38
R-squared (against Standard Index)
87
84.86
Standard Deviation
22.18
24.29
Sharpe Ratio
-0.39
N/A
Treynor Ratio
-10.44
N/A
5 Years
Statistic
FDIDX
Category
Alpha (against Standard Index)
-3.51
-0.01
Beta (against Standard Index)
1.12
1.17
Mean Annual Return
-3.61
0.16
R-squared (against Standard Index)
79
80.32
Standard Deviation
20.16
20.99
Sharpe Ratio
-0.23
N/A
Treynor Ratio
-5.91
N/A
10 Years
Statistic
FDIDX
Category
Alpha (against Standard Index)
-0.63
4.06
Beta (against Standard Index)
1.17
1.16
Mean Annual Return
-3.34
0.37
R-squared (against Standard Index)
57
57.27
Standard Deviation
25.10
25.21
Sharpe Ratio
-0.12
N/A
Treynor Ratio
-5.36
N/A
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