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Dreyfus GNMA B (GPGBX)
On
Dec 15
:
15.10
0.03
(0.20%)
MORE ON GPGBX
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Risk
As of 30-Nov-09
Get
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
Statistic
GPGBX
Category
Alpha (against Standard Index)
0.41
-1.73
Beta (against Standard Index)
0.67
1.02
Mean Annual Return
5.44
0.39
R-squared (against Standard Index)
76
59.65
Standard Deviation
3.04
5.93
Sharpe Ratio
0.98
N/A
Treynor Ratio
4.76
N/A
5 Years
Statistic
GPGBX
Category
Alpha (against Standard Index)
-0.15
-1.13
Beta (against Standard Index)
0.68
0.98
Mean Annual Return
4.55
0.35
R-squared (against Standard Index)
80
61.85
Standard Deviation
2.71
4.90
Sharpe Ratio
0.55
N/A
Treynor Ratio
2.28
N/A
10 Years
Statistic
GPGBX
Category
Alpha (against Standard Index)
-0.23
-0.67
Beta (against Standard Index)
0.71
0.96
Mean Annual Return
5.17
0.46
R-squared (against Standard Index)
82
70.95
Standard Deviation
2.94
4.48
Sharpe Ratio
0.75
N/A
Treynor Ratio
3.18
N/A
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