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Dreyfus Emerging Markets Opp I (SEORX)
On
Dec 24
:
10.28
0.08
(0.78%)
MORE ON SEORX
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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:
1
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
41.73%
Worst 1 Yr Total Return
(2008)
:
-54.66%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SEORX
Category
Alpha (against Standard Index)
11.79
12.34
Beta (against Standard Index)
1.27
1.29
Mean Annual Return
2.02
0.68
R-squared (against Standard Index)
84
87.47
Standard Deviation
33.16
33.01
Sharpe Ratio
0.16
N/A
Treynor Ratio
-0.20
N/A
5 Years
Statistic
SEORX
Category
Alpha (against Standard Index)
N/A
9.77
Beta (against Standard Index)
N/A
1.29
Mean Annual Return
N/A
1.39
R-squared (against Standard Index)
N/A
85.58
Standard Deviation
N/A
27.53
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
10 Years
Statistic
SEORX
Category
Alpha (against Standard Index)
N/A
9.46
Beta (against Standard Index)
N/A
1.23
Mean Annual Return
N/A
1.10
R-squared (against Standard Index)
N/A
77.00
Standard Deviation
N/A
25.24
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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