Dreyfus Active Related Correlations
DNLYX Fund | USD 55.48 0.08 0.14% |
Correlations
0.89 | 0.9 | 0.83 | 0.65 | 0.55 | 0.58 | SGMAX | ||
0.89 | 0.71 | 0.58 | 0.84 | 0.52 | 0.8 | LFLCX | ||
0.9 | 0.71 | 0.92 | 0.42 | 0.44 | 0.39 | LTTMX | ||
0.83 | 0.58 | 0.92 | 0.17 | 0.27 | 0.17 | APDPX | ||
0.65 | 0.84 | 0.42 | 0.17 | 0.58 | 0.95 | DHGCX | ||
0.55 | 0.52 | 0.44 | 0.27 | 0.58 | 0.42 | ZGFIX | ||
0.58 | 0.8 | 0.39 | 0.17 | 0.95 | 0.42 | ANAGX | ||
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Risk-Adjusted Indicators
There is a big difference between Dreyfus Mutual Fund performing well and Dreyfus Active Mutual Fund doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Dreyfus Active's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
---|---|---|---|---|---|---|---|---|---|---|
SGMAX | 0.29 | 0.00 | (0.06) | 0.04 | 0.33 | 0.64 | 1.58 | |||
LFLCX | 0.26 | (0.04) | 0.00 | (0.09) | 0.00 | 0.42 | 2.89 | |||
LTTMX | 0.25 | 0.07 | 0.03 | (0.41) | 0.10 | 0.71 | 1.88 | |||
APDPX | 0.11 | 0.07 | 0.12 | (1.22) | 0.00 | 0.31 | 0.79 | |||
DHGCX | 0.19 | (0.03) | 0.00 | (0.16) | 0.00 | 0.32 | 1.32 | |||
ZGFIX | 0.55 | (0.05) | 0.00 | (0.01) | 0.00 | 1.03 | 3.35 | |||
ANAGX | 0.25 | (0.04) | 0.00 | (0.18) | 0.00 | 0.44 | 1.46 |