Dreyfusstandish Global Related Correlations
DHGAX Fund | USD 19.45 0.03 0.15% |
Correlations
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Risk-Adjusted Indicators
There is a big difference between Dreyfusstandish Mutual Fund performing well and Dreyfusstandish Global 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 Dreyfusstandish Global'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 | ||
---|---|---|---|---|---|---|---|---|---|---|
DHMBX | 0.23 | (0.01) | 0.00 | 2.80 | 0.00 | 0.46 | 1.95 | |||
DHYCX | 0.22 | (0.02) | 0.00 | 1.57 | 0.00 | 0.37 | 1.85 | |||
DHYAX | 0.23 | (0.02) | 0.00 | 2.26 | 0.00 | 0.46 | 1.95 | |||
DZNJX | 0.14 | (0.03) | 0.00 | (0.27) | 0.00 | 0.25 | 1.10 | |||
DIBCX | 0.27 | (0.07) | 0.00 | (0.18) | 0.00 | 0.44 | 1.87 | |||
DIBAX | 0.26 | (0.06) | 0.00 | (0.18) | 0.00 | 0.41 | 1.77 | |||
DIECX | 0.42 | (0.01) | (0.05) | 0.04 | 0.52 | 0.97 | 2.94 | |||
DIEAX | 0.42 | (0.01) | (0.05) | 0.04 | 0.52 | 0.94 | 2.92 |