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Dreyfus Equity Growth B (FRMEX)
On
Feb 9
:
4.31
0.07
(1.65%)
MORE ON FRMEX
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Risk
As of 31-Jan-10
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2009)
:
32.16%
Worst 1 Yr Total Return
(2008)
:
-41.84%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FRMEX
Category
Alpha (against Standard Index)
-1.63
2.46
Beta (against Standard Index)
0.98
1.00
Mean Annual Return
-8.66
-0.25
R-squared (against Standard Index)
93
88.93
Standard Deviation
20.22
21.28
Sharpe Ratio
-0.44
N/A
Treynor Ratio
-10.88
N/A
5 Years
Statistic
FRMEX
Category
Alpha (against Standard Index)
-1.61
0.97
Beta (against Standard Index)
0.98
1.01
Mean Annual Return
-1.47
0.20
R-squared (against Standard Index)
92
86.48
Standard Deviation
16.47
17.57
Sharpe Ratio
-0.18
N/A
Treynor Ratio
-4.46
N/A
10 Years
Statistic
FRMEX
Category
Alpha (against Standard Index)
-3.71
-0.87
Beta (against Standard Index)
0.99
1.03
Mean Annual Return
-4.51
-0.04
R-squared (against Standard Index)
90
79.67
Standard Deviation
16.75
18.78
Sharpe Ratio
-0.36
N/A
Treynor Ratio
-7.41
N/A
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