Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| DIGFX (Dreyfus Basic US Mortgage Securities) | NA | -58.70% | -22.73% | -11.59% | -4.42% | -0.95% | NA | … | … |
Data as of 06/12/2013, Common starting date is 06/21/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DIGFX (Dreyfus Basic US Mortgage Securities) | 06/21/1996 | 06/12/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -58.70 | -22.73 | -11.59 | -4.42 | -0.95 | NA | … | … | -59.20 | 2.97 | 7.57 | 6.60 | 6.59 | 4.29 | 5.89 | 3.66 | 3.47 | 2.48 | 3.56 | 8.19 | 7.74 | 11.04 | 2.88 | 4.75 | 9.60 | 6.54 |
| Sharpe Ratio | NA | -0.70 | -0.47 | -0.31 | -0.21 | NA | NA | … | … | -0.70 | 1.70 | 2.36 | 1.87 | 1.93 | 0.53 | 0.78 | 0.08 | 0.49 | 0.43 | 0.89 | 3.09 | 1.54 | 1.80 | -0.12 | 0.29 | 1.48 | 2.23 |
| Standard Deviation(%) | NA | 83.97 | 48.63 | 37.76 | 26.81 | NA | NA | … | … | 124.78 | 1.72 | 3.19 | 3.48 | 3.37 | 6.20 | 3.51 | 3.04 | 2.47 | 3.51 | 3.18 | 2.28 | 3.49 | 3.80 | 4.01 | 4.41 | 3.97 | 4.09 |
| Draw Down(%) | NA | 59.26 | 59.26 | 59.26 | 59.26 | NA | NA | … | … | 59.20 | 0.88 | 1.62 | 3.13 | 2.13 | 3.73 | 2.37 | 2.40 | 1.69 | 3.03 | 2.05 | 1.29 | 1.82 | 2.56 | 2.82 | 3.90 | 2.23 | 1.53 |
| Yield(%) | 0.00 | 4.24 | 2.84 | 3.41 | 3.80 | 4.52 | 4.31 | … | … | 0.19 | 4.73 | 1.71 | 2.68 | 3.93 | 4.34 | 4.75 | 4.46 | 4.07 | 5.25 | 4.44 | 5.60 | 5.78 | 6.36 | 6.96 | 6.64 | 8.06 | 3.91 |
Data as of 06/12/2013, Common starting date is 06/21/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DIGFX (Dreyfus Basic US Mortgage Securities) |
-22.60%
May 2010 – May 2013 |
-12.06%
Mar 2008 – Mar 2013 |
-4.42%
May 2003 – May 2013 |
-0.94%
May 1998 – May 2013 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DIGFX (Dreyfus Basic US Mortgage Securities) |
9.48%
Jan 2000 – Jan 2003 |
7.90%
Aug 1996 – Aug 2001 |
5.98%
Aug 1996 – Aug 2006 |
6.08%
Aug 1996 – Aug 2011 |
Annualized Rolling Returns Comparison Chart