Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
FDISX (Dreyfus Discovery F) | NA | 31.82% | -6.12% | 0.34% | -4.08% | 6.69% | NA | 7.71% |
Data as of 06/02/2010, AR inception is 10/13/1992
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
FDISX (Dreyfus Discovery F) | 10/13/1992 | 06/02/2010 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | 0.00 | 31.82 | -6.12 | 0.34 | -4.08 | 6.69 | NA | 7.71 | 12.21 | 21.18 | -38.22 | 9.69 | 5.07 | -0.66 | 10.74 | 36.45 | -33.08 | -17.83 | -8.36 | 94.52 | 14.25 | 11.80 | 21.09 | 31.51 | -7.75 | 10.83 | 19.32 |
Sharpe Ratio | NA | 1.78 | -0.24 | -0.06 | -0.24 | NA | NA | 0.12 | 2.27 | 0.74 | -1.06 | 0.37 | 0.10 | -0.19 | 0.59 | 2.07 | -1.35 | -0.71 | -0.32 | 4.39 | 0.44 | -2.73 | 0.98 | 2.35 | -0.92 | 0.76 | 13.13 |
Standard Deviation(%) | NA | 17.87 | 29.05 | 24.80 | 24.40 | NA | NA | 22.28 | 14.15 | 28.38 | 36.86 | 18.00 | 17.00 | 14.98 | 16.68 | 17.28 | 25.22 | 28.73 | 38.93 | 20.82 | 25.03 | 15.87 | 17.81 | 11.77 | 11.65 | 11.53 | 9.33 |
Draw Down(%) | NA | 9.23 | 56.05 | 56.05 | 67.29 | NA | NA | 69.57 | 9.23 | 25.65 | 49.48 | 10.91 | 20.45 | 14.01 | 17.42 | 13.38 | 40.70 | 38.38 | 38.06 | 13.07 | 40.76 | 20.63 | 23.52 | 10.77 | 19.85 | 10.74 | 2.58 |
Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.60 | 6.38 | 6.40 | 7.53 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.32 | 6.42 | 25.80 | 9.29 | 14.84 | 9.22 | 22.17 | 0.00 | 2.63 | 1.42 |
Data as of 06/02/2010, AR inception is 10/13/1992
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
FDISX (Dreyfus Discovery F) |
-27.48%
Feb 2000 - Feb 2003 |
-10.46%
Mar 2000 - Mar 2005 |
-6.17%
Feb 2000 - Feb 2010 |
3.36%
Feb 1994 - Feb 2009 |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
FDISX (Dreyfus Discovery F) |
51.82%
Mar 1997 - Mar 2000 |
36.10%
Feb 1995 - Feb 2000 |
12.11%
Jun 1994 - Jun 2004 |
8.96%
Nov 1992 - Nov 2007 |
Annualized Rolling Returns Comparison Chart