Yahoo! FinanceFinance Home - My Yahoo - Yahoo! - Help 

Wednesday, December 16, 2009, 9:29AM ET - U.S. Markets open in 1 min.. Dow Down 0.47% Nasdaq  0.00%
Dreyfus GNMA B (GPGBX)On Dec 15: 15.10  Down 0.03 (0.20%)  
MORE ON GPGBX
Quotes
Charts
News & Info
Fund
HereRisk
Analyst


Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:
Number of Years Up:1
Number of Years Down:0
Best 1 Yr Total Return (2008):4.58%
Worst 1 Yr Total Return (2008):4.58%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticGPGBXCategory
Alpha (against Standard Index)0.41-1.73
Beta (against Standard Index)0.671.02
Mean Annual Return5.440.39
R-squared (against Standard Index)7659.65
Standard Deviation3.045.93
Sharpe Ratio0.98N/A
Treynor Ratio4.76N/A
5 Years
StatisticGPGBXCategory
Alpha (against Standard Index)-0.15-1.13
Beta (against Standard Index)0.680.98
Mean Annual Return4.550.35
R-squared (against Standard Index)8061.85
Standard Deviation2.714.90
Sharpe Ratio0.55N/A
Treynor Ratio2.28N/A
10 Years
StatisticGPGBXCategory
Alpha (against Standard Index)-0.23-0.67
Beta (against Standard Index)0.710.96
Mean Annual Return5.170.46
R-squared (against Standard Index)8270.95
Standard Deviation2.944.48
Sharpe Ratio0.75N/A
Treynor Ratio3.18N/A

Add to My Portfolio Add to Portfolio    Set Alert Set Alert    Email to a Friend Email to a Friend
Get Risk for Another Symbol: Symbol Lookup
Help with Risk StatisticsPlanning Center