Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
FRMUX (Dreyfus Equity Growth F ) | NA | 2.01% | 18.95% | 0.95% | 2.91% | 2.36% | NA | 2.85% |
Data as of 12/09/2011, AR inception is 06/21/1996
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
FRMUX (Dreyfus Equity Growth F ) | 06/21/1996 | 12/09/2011 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | 0.00 | 2.01 | 18.95 | 0.95 | 2.91 | 2.36 | NA | 2.85 | 0.40 | 23.19 | 33.95 | -41.13 | 8.14 | 13.24 | 4.63 | 8.98 | 30.69 | -25.33 | -17.54 | -19.53 | 15.10 | 17.79 | 19.53 | 6.59 |
Sharpe Ratio | NA | 0.08 | 0.81 | 0.00 | 0.07 | NA | NA | -0.09 | 0.02 | 1.22 | 1.34 | -1.08 | 0.34 | 0.93 | 0.24 | 0.67 | 1.75 | -1.06 | -0.95 | -0.92 | 0.65 | 1.02 | -2.94 | 1.14 |
Standard Deviation(%) | NA | 23.60 | 23.17 | 25.87 | 21.64 | NA | NA | 20.34 | 23.96 | 18.95 | 25.32 | 38.65 | 15.29 | 10.80 | 10.27 | 11.98 | 17.17 | 24.98 | 21.15 | 25.61 | 18.28 | 14.14 | 12.08 | 8.21 |
Draw Down(%) | NA | 21.39 | 21.96 | 54.21 | 54.21 | NA | NA | 59.53 | 21.39 | 15.19 | 21.96 | 50.13 | 8.87 | 9.24 | 6.45 | 10.90 | 11.59 | 34.23 | 31.55 | 28.21 | 11.08 | 14.66 | 7.39 | 6.77 |
Yield(%) | 0.00 | 0.49 | 0.69 | 0.35 | 0.30 | 3.93 | 3.16 | 4.22 | 0.37 | 0.24 | 0.60 | 0.34 | 0.29 | 0.11 | 0.20 | 0.44 | 0.11 | 0.04 | 0.04 | 5.74 | 10.58 | 11.78 | 23.61 | 13.72 |
Data as of 12/09/2011, AR inception is 06/21/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
FRMUX (Dreyfus Equity Growth F ) |
-21.92%
Mar 2000 - Mar 2003 |
-9.58%
Mar 1998 - Mar 2003 |
-5.59%
Feb 1999 - Feb 2009 |
2.02%
Sep 1996 - Sep 2011 |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
FRMUX (Dreyfus Equity Growth F ) |
18.95%
Nov 2008 - Nov 2011 |
14.26%
Sep 2002 - Sep 2007 |
3.82%
Oct 2001 - Oct 2011 |
3.45%
Jul 1996 - Jul 2011 |
Annualized Rolling Returns Comparison Chart