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DRGBX: DREYFUS US TREASURY LONG TERM FUND DREYFUS US TREASURY LONG TERM FUND (MUTUAL FUND)
Basic Info
Asset Class: | LONG GOVERNMENT |
MyPlanIQ Rating: | Not Rated |
Start Date: | 03/30/1987 |
Last Dividend Date: | 08/31/2017 |
12-Mo. Yield | 5.69% |
Expenses | 0.76% |
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Performance Analytics (As of 10/31/2017)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 06/21/1996 |
2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | -2.0 | 3.3 | 2.2 | 6.0 | 5.6 | 5.9 | 6.2 | 6.4 | 0.7 | -2.0 | 23.3 | -13.1 | 3.1 | 29.4 | 8.5 | -13.1 | 21.6 | 10.4 | 1.3 | 5.7 | 3.7 | 4.5 | 11.3 | 2.5 | 17.8 | -8.2 | 10.9 | 11.8 | 0.9 | 25.0 | -9.1 | 16.6 | 7.6 | 18.4 | 7.1 | 16.3 | 8.3 | -3.1 |
Sharpe Ratio | NA | -0.26 | 0.26 | 0.19 | 0.45 | NA | NA | 0.33 | 0.85 | 0.04 | -0.14 | 2.61 | -1.18 | 0.25 | 1.85 | 0.62 | -0.86 | 1.48 | 0.9 | -0.3 | 0.48 | 0.34 | 0.26 | 1.4 | 0.02 | 1.82 | -1.24 | 0.76 | -5.97 | -0.35 | 2.72 | -1.51 | 2.09 | 0.84 | 2.34 | 0.24 | 1.59 | 0.47 | -0.69 |
Draw Down(%) | NA | 10.4 | 16.7 | 16.7 | 18.7 | NA | NA | 18.7 | 4.4 | 16.7 | 14.0 | 4.2 | 15.6 | 8.2 | 9.0 | 13.0 | 17.0 | 7.7 | 6.1 | 7.4 | 5.9 | 8.2 | 10.6 | 4.2 | 9.0 | 5.7 | 9.9 | 8.7 | 5.3 | 7.1 | 4.4 | 12.8 | 5.0 | 5.4 | 2.8 | 5.7 | 3.8 | 5.5 | 13.1 |
Standard Deviation(%) | NA | 9.6 | 11.6 | 11.0 | 12.8 | NA | NA | 10.0 | 8.5 | 11.6 | 14.0 | 8.9 | 11.2 | 12.1 | 15.9 | 13.5 | 15.4 | 13.9 | 8.3 | 6.5 | 7.2 | 8.1 | 14.4 | 7.2 | 9.4 | 7.5 | 9.2 | 10.0 | 7.2 | 7.4 | 7.8 | 8.0 | 7.0 | 6.1 | 6.2 | 7.8 | 6.7 | 7.6 | 11.9 |
Treynor Ratio | NA | -0.03 | 0.03 | 0.02 | 0.06 | NA | NA | 0.04 | 0.08 | 0.01 | -0.02 | 0.26 | -0.15 | 0.03 | 0.33 | 0.09 | -0.13 | 0.21 | 0.08 | -0.02 | 0.04 | 0.03 | 0.06 | 0.15 | 0.0 | 0.15 | -0.12 | 0.08 | -0.49 | -0.04 | 0.23 | -0.15 | 0.16 | 0.15 | 0.19 | 0.02 | 0.13 | 0.05 | -0.15 |
Alpha | NA | 0.0 | 0.0 | 0.0 | 0.0 | NA | NA | 0.0 | 0.01 | 0.0 | 0.0 | 0.0 | -0.01 | 0.0 | 0.01 | 0.0 | -0.01 | 0.0 | 0.0 | 0.0 | 0.0 | -0.01 | 0.01 | 0.0 | -0.01 | 0.0 | 0.0 | -0.01 | -0.03 | 0.0 | -0.01 | -0.02 | 0.0 | 0.01 | 0.01 | 0.0 | 0.0 | 0.0 | -0.01 |
Beta | NA | 0.9 | 0.92 | 0.91 | 0.93 | NA | NA | 0.85 | 0.87 | 0.95 | 0.92 | 0.88 | 0.88 | 0.94 | 0.9 | 0.97 | 0.99 | 0.97 | 0.98 | 0.99 | 0.97 | 0.88 | 0.67 | 0.67 | 0.86 | 0.94 | 0.97 | 0.98 | 0.89 | 0.69 | 0.91 | 0.79 | 0.92 | 0.34 | 0.77 | 0.78 | 0.79 | 0.77 | 0.56 |
RSquared | NA | 0.93 | 0.93 | 0.91 | 0.91 | NA | NA | 0.81 | 0.89 | 0.97 | 0.92 | 0.9 | 0.87 | 0.91 | 0.91 | 0.93 | 0.93 | 0.87 | 0.96 | 0.97 | 0.98 | 0.87 | 0.24 | 0.83 | 0.89 | 0.9 | 0.86 | 0.76 | 0.88 | 0.9 | 0.94 | 0.88 | 0.93 | 0.4 | 0.93 | 0.86 | 0.91 | 0.81 | 0.39 |
Yield(%) | N/A | 5.7 | 3.7 | 3.6 | 4.8 | 4.7 | 5.1 | N/A | 1.7 | 6.3 | 2.4 | 3.3 | 3.8 | 4.1 | 7.5 | 4.6 | 3.7 | 4.6 | 4.6 | 4.3 | 4.4 | 4.3 | 4.1 | 4.6 | 5.0 | 5.9 | 5.1 | 5.2 | 6.5 | 6.4 | 7.3 | 6.5 | 7.1 | 7.5 | 8.5 | 8.6 | 9.2 | 9.0 | 6.6 |
Dividend Growth(%) | N/A | 168.5 | -22.1 | -12.1 | 4.8 | N/A | N/A | N/A | -74.8 | 155.9 | -12.8 | -27.4 | -8.2 | -33.9 | 67.4 | 6.3 | -9.9 | 5.3 | 5.1 | -0.8 | 2.6 | 4.7 | -4.6 | -12.1 | -3.9 | 0.0 | 2.3 | -14.6 | -5.5 | 3.1 | -4.9 | -2.0 | -4.3 | -5.4 | -2.7 | 0.0 | 0.3 | 24.2 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 06/21/1996
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