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DGPIX: Dreyfus Global Absolute Return I (MUTUAL FUND)
Basic Info
Asset Class: | Multialternative |
MyPlanIQ Rating: | Not Rated |
Start Date: | 12/18/2007 |
Last Dividend Date: | 12/27/2010 |
12-Mo. Yield | 0.00% |
Expenses | 1.25% |
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Performance Analytics (As of 11/20/2014)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | Since 12/18/2007 |
2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | -6.0 | -1.9 | -0.2 | -0.2 | -6.6 | 2.3 | -2.1 | 0.3 | 8.3 | 9.2 | -9.0 | -2.3 |
Sharpe Ratio | NA | -1.01 | -0.32 | -0.03 | -0.04 | -1.24 | 0.4 | -0.35 | 0.04 | 1.26 | 1.09 | -0.68 | -6.14 |
Draw Down(%) | NA | 9.3 | 11.7 | 11.7 | 15.8 | 9.3 | 3.6 | 6.0 | 6.5 | 3.2 | 4.8 | 14.8 | 2.3 |
Standard Deviation(%) | NA | 6.0 | 6.0 | 6.6 | 8.5 | 6.0 | 5.7 | 6.1 | 8.2 | 6.5 | 8.3 | 14.5 | 8.9 |
Treynor Ratio | NA | -1.18 | -0.1 | -0.01 | -0.03 | -2.3 | 0.11 | -0.08 | 0.01 | 0.6 | 0.77 | -1.46 | -2.08 |
Alpha | NA | -0.03 | -0.02 | -0.01 | -0.01 | -0.03 | -0.01 | -0.02 | 0.0 | 0.02 | 0.02 | -0.03 | -0.33 |
Beta | NA | 0.05 | 0.19 | 0.18 | 0.12 | 0.03 | 0.21 | 0.27 | 0.21 | 0.14 | 0.12 | 0.07 | 0.26 |
RSquared | NA | 0.01 | 0.15 | 0.2 | 0.1 | 0.0 | 0.16 | 0.32 | 0.35 | 0.14 | 0.15 | 0.04 | 0.19 |
Yield(%) | N/A | 0.0 | 0.0 | 0.0 | N/A | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Dividend Growth(%) | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 12/18/2007
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