Finance Home - My Yahoo - Yahoo! - Help

Tuesday, December 15, 2009, 1:32AM ET - U.S. Markets open in 7 hours and 58 minutes. Dow  0.28% Nasdaq  0.99%

Dreyfus MidCap Index (PESPX)

On Dec 14: 22.49   0.33 (1.49%)

MORE ON PESPX

Quotes Summary Historical Prices Charts Interactive Basic Chart Basic Tech. Analysis News & Info Headlines Message Board Fund Profile Performance Holdings Risk Purchase Info Analyst 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 (2004): 15.93% Worst 1 Yr Total Return (2008): -36.45% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic PESPX Category Alpha (against Standard Index) 3.23 1.45 Beta (against Standard Index) 1.13 1.13 Mean Annual Return -4.28 -0.27 R-squared (against Standard Index) 91 88.11 Standard Deviation 23.53 23.88 Sharpe Ratio -0.16 N/A Treynor Ratio -5.78 N/A 5 Years Statistic PESPX Category Alpha (against Standard Index) 2.50 1.17 Beta (against Standard Index) 1.15 1.15 Mean Annual Return 2.48 0.26 R-squared (against Standard Index) 90 86.34 Standard Deviation 19.44 19.90 Sharpe Ratio 0.07 N/A Treynor Ratio -0.44 N/A 10 Years Statistic PESPX Category Alpha (against Standard Index) 6.77 5.72 Beta (against Standard Index) 1.04 1.04 Mean Annual Return 5.85 0.53 R-squared (against Standard Index) 82 73.17 Standard Deviation 18.56 19.87 Sharpe Ratio 0.25 N/A Treynor Ratio 2.82 N/A
Add to Portfolio     Set Alert     Email to a Friend Get Risk for Another Symbol: Symbol Lookup • Help with Risk Statistics • Planning Center