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Dreyfus Equity Growth F (FRMUX)
On
Dec 30
:
4.99
0.00
(0.00%)
MORE ON FRMUX
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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)
:
13.25%
Worst 1 Yr Total Return
(2008)
:
-41.13%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FRMUX
Category
Alpha (against Standard Index)
-0.54
2.20
Beta (against Standard Index)
0.98
0.99
Mean Annual Return
-6.21
-0.14
R-squared (against Standard Index)
93
88.76
Standard Deviation
20.08
21.04
Sharpe Ratio
-0.33
N/A
Treynor Ratio
-8.70
N/A
5 Years
Statistic
FRMUX
Category
Alpha (against Standard Index)
-0.35
0.80
Beta (against Standard Index)
0.98
1.01
Mean Annual Return
0.31
0.24
R-squared (against Standard Index)
92
86.59
Standard Deviation
16.43
17.50
Sharpe Ratio
-0.08
N/A
Treynor Ratio
-2.73
N/A
10 Years
Statistic
FRMUX
Category
Alpha (against Standard Index)
-2.25
-0.13
Beta (against Standard Index)
0.99
1.04
Mean Annual Return
-2.89
0.05
R-squared (against Standard Index)
90
78.99
Standard Deviation
16.92
19.17
Sharpe Ratio
-0.26
N/A
Treynor Ratio
-5.86
N/A
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