The Dreyfus Sustainable Fund Market Value
| DRTCX Fund | USD 20.66 0.09 0.44% |
| Symbol | Dreyfus |
Dreyfus Sustainable 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Dreyfus Sustainable's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Dreyfus Sustainable.
| 04/26/2025 |
| 07/25/2025 |
If you would invest 0.00 in Dreyfus Sustainable on April 26, 2025 and sell it all today you would earn a total of 0.00 from holding The Dreyfus Sustainable or generate 0.0% return on investment in Dreyfus Sustainable over 90 days. Dreyfus Sustainable is related to or competes with Pnc Emerging, Siit Emerging, Transamerica Emerging, Brandes Emerging, Johcm Emerging, and Lord Abbett. The fund normally invests at least 80 percent of its net assets, plus any borrowings for investment purposes, in equity ... More
Dreyfus Sustainable Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Dreyfus Sustainable's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess The Dreyfus Sustainable upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5658 | |||
| Information Ratio | 0.0495 | |||
| Maximum Drawdown | 4.84 | |||
| Value At Risk | (0.63) | |||
| Potential Upside | 1.33 |
Dreyfus Sustainable Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dreyfus Sustainable's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dreyfus Sustainable's standard deviation. In reality, there are many statistical measures that can use Dreyfus Sustainable historical prices to predict the future Dreyfus Sustainable's volatility.| Risk Adjusted Performance | 0.3076 | |||
| Jensen Alpha | 0.2837 | |||
| Total Risk Alpha | 0.0589 | |||
| Sortino Ratio | 0.0661 | |||
| Treynor Ratio | (4.63) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Dreyfus Sustainable's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
The Dreyfus Sustainable Backtested Returns
Dreyfus Sustainable appears to be very steady, given 3 months investment horizon. The Dreyfus Sustainable secures Sharpe Ratio (or Efficiency) of 0.37, which denotes the fund had a 0.37 % return per unit of standard deviation over the last 3 months. We have found twenty-seven technical indicators for The Dreyfus Sustainable, which you can use to evaluate the volatility of the entity. Please utilize Dreyfus Sustainable's Risk Adjusted Performance of 0.3076, mean deviation of 0.55, and Downside Deviation of 0.5658 to check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of -0.0583, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Dreyfus Sustainable are expected to decrease at a much lower rate. During the bear market, Dreyfus Sustainable is likely to outperform the market.
Auto-correlation | 0.92 |
Excellent predictability
The Dreyfus Sustainable has excellent predictability. Overlapping area represents the amount of predictability between Dreyfus Sustainable time series from 26th of April 2025 to 10th of June 2025 and 10th of June 2025 to 25th of July 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of The Dreyfus Sustainable price movement. The serial correlation of 0.92 indicates that approximately 92.0% of current Dreyfus Sustainable price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.92 | |
| Spearman Rank Test | 0.9 | |
| Residual Average | 0.0 | |
| Price Variance | 0.2 |
The Dreyfus Sustainable lagged returns against current returns
Autocorrelation, which is Dreyfus Sustainable mutual fund's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Dreyfus Sustainable's mutual fund expected returns. We can calculate the autocorrelation of Dreyfus Sustainable returns to help us make a trade decision. For example, suppose you find that Dreyfus Sustainable has exhibited high autocorrelation historically, and you observe that the mutual fund is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Dreyfus Sustainable regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Dreyfus Sustainable mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Dreyfus Sustainable mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Dreyfus Sustainable mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Dreyfus Sustainable Lagged Returns
When evaluating Dreyfus Sustainable's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Dreyfus Sustainable mutual fund have on its future price. Dreyfus Sustainable autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Dreyfus Sustainable autocorrelation shows the relationship between Dreyfus Sustainable mutual fund current value and its past values and can show if there is a momentum factor associated with investing in The Dreyfus Sustainable.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Dreyfus Mutual Fund
Dreyfus Sustainable financial ratios help investors to determine whether Dreyfus Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Dreyfus with respect to the benefits of owning Dreyfus Sustainable security.
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