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DIRVX: Dreyfus International Value I (MUTUAL FUND)
Basic Info
Asset Class: | Foreign Large Value |
MyPlanIQ Rating: | Not Rated |
Start Date: | 12/20/2002 |
Last Dividend Date: | 12/15/2015 |
12-Mo. Yield | 2.20% |
Expenses | 1.15% |
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Performance Analytics (As of 07/31/2020)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 12/20/2002 |
2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | 0.0 | 0.0 | -4.8 | -1.1 | -1.6 | -8.5 | -6.8 | -11.0 | 20.5 | 12.0 | -20.5 | 2.7 | 28.5 | -41.3 | -22.3 | 5.2 | -5.3 | 18.8 | 37.1 | 1.4 |
Sharpe Ratio | NA | -0.85 | -0.31 | -0.28 | -0.28 | -0.11 | -2.85 | -0.4 | -0.94 | 1.57 | 0.72 | -0.75 | 0.14 | 1.11 | -1.06 | -0.73 | 0.1 | -0.41 | 1.44 | 2.55 | 8.3 |
Draw Down(%) | NA | 27.2 | 30.0 | 32.1 | 71.0 | 71.0 | 11.5 | 18.5 | 17.7 | 9.0 | 18.9 | 29.1 | 18.7 | 28.2 | 49.8 | 31.8 | 14.8 | 15.5 | 8.6 | 17.2 | 0.8 |
Standard Deviation(%) | NA | 17.7 | 14.5 | 18.4 | 27.2 | 23.4 | 23.0 | 17.0 | 11.7 | 13.0 | 16.8 | 27.5 | 18.4 | 25.6 | 39.8 | 35.0 | 20.3 | 18.4 | 12.4 | 14.3 | 9.7 |
Treynor Ratio | NA | -0.16 | -0.05 | -0.05 | -0.08 | -0.03 | -0.85 | -0.07 | -0.11 | 0.22 | 0.13 | -0.21 | 0.03 | 0.34 | -0.46 | -0.29 | 0.02 | -0.12 | 0.21 | 0.43 | 1.58 |
Alpha | NA | -0.02 | -0.02 | -0.03 | -0.06 | -0.04 | -0.12 | 0.0 | -0.02 | 0.0 | -0.02 | -0.03 | -0.01 | 0.0 | -0.02 | -0.13 | -0.06 | -0.06 | 0.01 | 0.01 | 0.16 |
Beta | NA | 0.96 | 0.96 | 0.97 | 0.91 | 0.9 | 0.77 | 1.01 | 0.96 | 0.92 | 0.93 | 0.99 | 0.82 | 0.85 | 0.91 | 0.87 | 0.82 | 0.62 | 0.86 | 0.84 | 0.51 |
RSquared | NA | 0.85 | 0.85 | 0.89 | 0.68 | 0.7 | 0.74 | 0.88 | 0.86 | 0.84 | 0.88 | 0.94 | 0.91 | 0.93 | 0.93 | 0.27 | 0.37 | 0.15 | 0.77 | 0.8 | 0.77 |
Yield(%) | N/A | 2.2 | 2.2 | 2.1 | 5.6 | N/A | 0.0 | 2.2 | 1.6 | 2.4 | 2.7 | 3.0 | 1.5 | 2.2 | 3.3 | 27.2 | 17.0 | 17.0 | 1.4 | 1.6 | 0.0 |
Dividend Growth(%) | N/A | 21.6 | -11.3 | -86.1 | N/A | N/A | -100.0 | 25.0 | -23.1 | 0.0 | -25.7 | 94.4 | -10.0 | -60.0 | -90.7 | 64.9 | -2.1 | 1343.5 | 15.0 | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 12/20/2002
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