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Dreyfus Discovery B (FDIEX)
On
Dec 28
:
22.38
0.05
(0.22%)
MORE ON FDIEX
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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)
:
9.67%
Worst 1 Yr Total Return
(2008)
:
-38.95%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FDIEX
Category
Alpha (against Standard Index)
-3.04
0.16
Beta (against Standard Index)
1.04
1.12
Mean Annual Return
-9.35
-0.38
R-squared (against Standard Index)
87
84.86
Standard Deviation
22.19
24.29
Sharpe Ratio
-0.43
N/A
Treynor Ratio
-11.15
N/A
5 Years
Statistic
FDIEX
Category
Alpha (against Standard Index)
-4.45
-0.01
Beta (against Standard Index)
1.11
1.17
Mean Annual Return
-4.52
0.16
R-squared (against Standard Index)
79
80.32
Standard Deviation
20.15
20.99
Sharpe Ratio
-0.27
N/A
Treynor Ratio
-6.74
N/A
10 Years
Statistic
FDIEX
Category
Alpha (against Standard Index)
-1.55
4.06
Beta (against Standard Index)
1.17
1.16
Mean Annual Return
-4.22
0.37
R-squared (against Standard Index)
57
57.27
Standard Deviation
25.09
25.21
Sharpe Ratio
-0.16
N/A
Treynor Ratio
-6.12
N/A
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