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Dreyfus/The Boston Co Sm Cp T/S Eq I (SDCEX)
On
Dec 18
:
29.11
0.23
(0.80%)
MORE ON SDCEX
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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)
:
15.87%
Worst 1 Yr Total Return
(2008)
:
-37.46%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SDCEX
Category
Alpha (against Standard Index)
-1.30
0.16
Beta (against Standard Index)
1.04
1.12
Mean Annual Return
-7.70
-0.38
R-squared (against Standard Index)
87
84.86
Standard Deviation
22.06
24.29
Sharpe Ratio
-0.35
N/A
Treynor Ratio
-9.60
N/A
5 Years
Statistic
SDCEX
Category
Alpha (against Standard Index)
0.01
-0.01
Beta (against Standard Index)
1.08
1.17
Mean Annual Return
0.12
0.16
R-squared (against Standard Index)
83
80.32
Standard Deviation
18.97
20.99
Sharpe Ratio
-0.05
N/A
Treynor Ratio
-2.67
N/A
10 Years
Statistic
SDCEX
Category
Alpha (against Standard Index)
4.53
4.06
Beta (against Standard Index)
1.11
1.16
Mean Annual Return
0.92
0.37
R-squared (against Standard Index)
37
57.27
Standard Deviation
29.39
25.21
Sharpe Ratio
0.07
N/A
Treynor Ratio
-1.80
N/A
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