Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
DRGBX (DREYFUS US TREASURY LONG TERM FUND DREYFUS US TREASURY LONG TERM FUND) | NA | -1.99% | 3.31% | 2.24% | 6.03% | 5.59% | 5.85% | 6.95% |
Data as of 10/31/2017, AR inception is 03/30/1987
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
DRGBX (DREYFUS US TREASURY LONG TERM FUND DREYFUS US TREASURY LONG TERM FUND) | 03/30/1987 | 10/31/2017 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 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 (%) | 0.00 | -1.99 | 3.31 | 2.24 | 6.03 | 5.59 | 5.85 | 6.95 | 6.44 | 0.73 | -1.99 | 23.30 | -13.14 | 3.07 | 29.38 | 8.51 | -13.08 | 21.61 | 10.40 | 1.33 | 5.65 | 3.74 | 4.49 | 11.25 | 2.55 | 17.78 | -8.18 | 10.89 | 11.75 | 0.91 | 24.97 | -9.14 | 16.64 | 7.60 | 18.37 | 7.11 | 16.33 | 8.27 | -3.14 |
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 | 0.90 | -0.30 | 0.48 | 0.34 | 0.26 | 1.40 | 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 |
Standard Deviation(%) | NA | 9.56 | 11.58 | 11.04 | 12.76 | NA | NA | 9.98 | 8.46 | 11.56 | 14.03 | 8.94 | 11.19 | 12.08 | 15.89 | 13.50 | 15.38 | 13.87 | 8.27 | 6.54 | 7.23 | 8.10 | 14.39 | 7.23 | 9.41 | 7.55 | 9.17 | 9.95 | 7.25 | 7.40 | 7.77 | 8.02 | 6.95 | 6.14 | 6.22 | 7.80 | 6.69 | 7.60 | 11.91 |
Draw Down(%) | NA | 10.36 | 16.67 | 16.67 | 18.74 | NA | NA | 18.74 | 4.40 | 16.67 | 14.04 | 4.24 | 15.64 | 8.21 | 8.98 | 13.01 | 16.98 | 7.72 | 6.09 | 7.38 | 5.89 | 8.20 | 10.58 | 4.23 | 9.04 | 5.67 | 9.91 | 8.68 | 5.26 | 7.06 | 4.41 | 12.82 | 4.98 | 5.39 | 2.83 | 5.74 | 3.76 | 5.51 | 13.09 |
Yield(%) | 0.00 | 5.69 | 3.71 | 3.55 | 4.85 | 4.72 | 5.09 | 6.19 | 1.70 | 6.35 | 2.36 | 3.26 | 3.82 | 4.12 | 7.47 | 4.62 | 3.67 | 4.60 | 4.64 | 4.30 | 4.39 | 4.27 | 4.15 | 4.58 | 5.03 | 5.89 | 5.09 | 5.17 | 6.46 | 6.39 | 7.27 | 6.49 | 7.12 | 7.50 | 8.51 | 8.64 | 9.23 | 9.00 | 6.55 |
Data as of 10/31/2017, AR inception is 03/30/1987
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
DRGBX (DREYFUS US TREASURY LONG TERM FUND DREYFUS US TREASURY LONG TERM FUND) |
0.33%
May 2003 - May 2006 |
1.22%
Jul 2012 - Jul 2017 |
4.63%
Oct 1998 - Oct 2008 |
5.07%
Dec 1998 - Dec 2013 |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
DRGBX (DREYFUS US TREASURY LONG TERM FUND DREYFUS US TREASURY LONG TERM FUND) |
17.65%
Aug 1990 - Aug 1993 |
14.41%
Aug 1988 - Aug 1993 |
10.43%
Sep 1988 - Sep 1998 |
9.26%
Sep 1987 - Sep 2002 |
Annualized Rolling Returns Comparison Chart