Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FRMEX (Dreyfus Equity Growth B) | NA | 0.85% | 17.28% | -0.38% | 1.64% | NA | NA | … | … |
Data as of 12/09/2011, Common starting date is 01/06/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FRMEX (Dreyfus Equity Growth B) | 01/06/2000 | 12/09/2011 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 0.85 | 17.28 | -0.38 | 1.64 | NA | NA | … | … | -0.73 | 21.15 | 32.16 | -41.84 | 6.72 | 12.22 | 3.59 | 7.73 | 29.41 | -26.25 | -18.37 | -15.15 |
| Sharpe Ratio | NA | 0.03 | 0.74 | -0.05 | 0.01 | NA | NA | … | … | -0.03 | 1.12 | 1.27 | -1.10 | 0.24 | 0.83 | 0.14 | 0.57 | 1.66 | -1.09 | -1.00 | -0.76 |
| Standard Deviation(%) | NA | 23.47 | 23.14 | 25.90 | 21.69 | NA | NA | … | … | 23.83 | 18.85 | 25.34 | 38.87 | 15.25 | 10.76 | 10.40 | 11.97 | 17.35 | 24.99 | 21.02 | 25.43 |
| Draw Down(%) | NA | 21.87 | 22.35 | 55.02 | 55.02 | NA | NA | … | … | 21.87 | 15.45 | 22.35 | 50.68 | 8.90 | 9.58 | 6.75 | 11.35 | 11.91 | 34.66 | 31.94 | 28.61 |
| Yield(%) | 0.00 | 0.11 | 0.06 | 0.02 | 0.02 | 0.41 | 0.31 | … | … | 0.00 | 0.13 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.04 | 6.03 |
Data as of 12/09/2011, Common starting date is 01/06/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FRMEX (Dreyfus Equity Growth B) |
-22.71%
Mar 2000 – Mar 2003 |
-8.93%
Mar 2000 – Mar 2005 |
-4.90%
Aug 2000 – Aug 2010 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FRMEX (Dreyfus Equity Growth B) |
17.28%
Nov 2008 – Nov 2011 |
13.04%
Sep 2002 – Sep 2007 |
2.51%
Oct 2001 – Oct 2011 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart