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Dreyfus Equity Growth I (FRMRX)
On
Dec 24
:
4.96
0.03
(0.61%)
MORE ON FRMRX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
13.55%
Worst 1 Yr Total Return
(2008)
:
-41.08%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FRMRX
Category
Alpha (against Standard Index)
-0.44
2.20
Beta (against Standard Index)
0.97
0.99
Mean Annual Return
-6.10
-0.14
R-squared (against Standard Index)
93
88.76
Standard Deviation
20.05
21.04
Sharpe Ratio
-0.32
N/A
Treynor Ratio
-8.60
N/A
5 Years
Statistic
FRMRX
Category
Alpha (against Standard Index)
-0.18
0.80
Beta (against Standard Index)
0.98
1.01
Mean Annual Return
0.48
0.24
R-squared (against Standard Index)
92
86.59
Standard Deviation
16.42
17.50
Sharpe Ratio
-0.07
N/A
Treynor Ratio
-2.56
N/A
10 Years
Statistic
FRMRX
Category
Alpha (against Standard Index)
-2.28
-0.13
Beta (against Standard Index)
0.99
1.04
Mean Annual Return
-2.93
0.05
R-squared (against Standard Index)
90
78.99
Standard Deviation
16.95
19.17
Sharpe Ratio
-0.26
N/A
Treynor Ratio
-5.89
N/A
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