The Dreyfus Sustainable Fund Market Value
| DRTCX Fund | USD 20.66 0.09 0.44% |
| Symbol | The |
The Dreyfus '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 The Dreyfus' 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 The Dreyfus.
| 04/26/2025 |
| 07/25/2025 |
If you would invest 0.00 in The Dreyfus 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 The Dreyfus over 90 days. The Dreyfus is related to or competes with Principal Lifetime, L Abbett, T Rowe, Old Westbury, Siit Large, and T Rowe. The fund normally invests at least 80 percent of its net assets, plus any borrowings for investment purposes, in equity ... More
The Dreyfus 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 The Dreyfus' 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 | 0.5533 | |||
| Information Ratio | 0.1564 | |||
| Maximum Drawdown | 4.84 | |||
| Value At Risk | (0.63) | |||
| Potential Upside | 2.19 |
The Dreyfus Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for The Dreyfus' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as The Dreyfus' standard deviation. In reality, there are many statistical measures that can use The Dreyfus historical prices to predict the future The Dreyfus' volatility.| Risk Adjusted Performance | 0.37 | |||
| Jensen Alpha | 0.1558 | |||
| Total Risk Alpha | 0.1289 | |||
| Sortino Ratio | 0.2381 | |||
| Treynor Ratio | 0.4064 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of The Dreyfus' 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
The Dreyfus appears to be very steady, given 3 months investment horizon. The Dreyfus Sustainable owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.37, which indicates the fund had a 0.37 % return per unit of risk 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 fund. Please review The Dreyfus' Risk Adjusted Performance of 0.37, downside deviation of 0.5533, and Standard Deviation of 0.8424 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of 0.9, which indicates possible diversification benefits within a given portfolio. the Dreyfus returns are very sensitive to returns on the market. As the market goes up or down, the Dreyfus is expected to follow.
Auto-correlation | 0.92 |
Excellent predictability
The Dreyfus Sustainable has excellent predictability. Overlapping area represents the amount of predictability between The Dreyfus 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 The Dreyfus 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 The Dreyfus 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 The Dreyfus' mutual fund expected returns. We can calculate the autocorrelation of The Dreyfus returns to help us make a trade decision. For example, suppose you find that The Dreyfus 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 |
The Dreyfus 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 The Dreyfus mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if The Dreyfus mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in The Dreyfus mutual fund over time.
Current vs Lagged Prices |
| Timeline |
The Dreyfus Lagged Returns
When evaluating The Dreyfus' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of The Dreyfus mutual fund have on its future price. The Dreyfus 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, The Dreyfus autocorrelation shows the relationship between The Dreyfus 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 |
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Other Information on Investing in The Mutual Fund
The Dreyfus financial ratios help investors to determine whether The 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 The with respect to the benefits of owning The Dreyfus security.
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