Dreyfus Institutional Correlations

DSPIX Fund

USD 43.23 0.49 1.15%

Rolling correlation with major benchmarks shows how the stock's diversification benefit shifts over time. Current 90-days correlation between Dreyfus Institutional and Wells Fargo Diversified is -0.22 (i.e., Strong inverse diversification).

Dreyfus Institutional Correlation With Market

Very poor diversification

Across the chosen horizon, Dreyfus Institutional and Dow Jones show a correlation of 0.89 and fall into the Very poor diversification bucket. The overlap area shows the portion of risk that can be diversified away by holding both instruments together.

Review Investing Opportunities to understand diversified portfolio construction. Diversified allocation aims to distribute exposure across multiple positions. A position in Dreyfus Institutional Sampp appears within the mix. The position is captured in the allocation summary. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as signals in gross domestic product.

Moving together with Dreyfus Mutual Fund

0.67	DIBCX	Dreyfus International	Pair Corr
0.89	DISCX	International Stock	Pair Corr
0.89	DISAX	International Stock	Pair Corr
0.92	PGROX	Dreyfus Worldwide Growth	Pair Corr
0.66	THPBX	Dreyfus Balanced	Pair Corr
0.75	DMCVX	Dreyfus Opportunistic	Pair Corr
0.68	DPLTX	Dreyfus High Yield	Pair Corr
0.92	DREVX	Dreyfus Fund	Pair Corr
0.8	DREQX	Dreyfus Research Growth	Pair Corr

Moving against Dreyfus Mutual Fund

0.33

DIEAX

Dreyfus International

Pair Corr

Related Correlations Analysis

	SVSPX	GRISX	CLCRX	EVSYX	NWHZX	EKBAX	SWYEX	PCCOX	DMIDX	EKBDX
SVSPX		1.0	0.91	-0.38	0.84	0.06	0.61	0.99	0.51	-0.43	SVSPX
GRISX	1.0		0.91	-0.39	0.84	0.04	0.6	0.99	0.5	-0.44	GRISX
CLCRX	0.91	0.91		-0.7	0.71	-0.34	0.26	0.87	0.15	-0.64	CLCRX
EVSYX	-0.38	-0.39	-0.7		-0.3	0.86	0.43	-0.3	0.46	0.9	EVSYX
NWHZX	0.84	0.84	0.71	-0.3		0.1	0.59	0.83	0.63	-0.37	NWHZX
EKBAX	0.06	0.04	-0.34	0.86	0.1		0.76	0.14	0.76	0.67	EKBAX
SWYEX	0.61	0.6	0.26	0.43	0.59	0.76		0.68	0.95	0.26	SWYEX
PCCOX	0.99	0.99	0.87	-0.3	0.83	0.14	0.68		0.58	-0.37	PCCOX
DMIDX	0.51	0.5	0.15	0.46	0.63	0.76	0.95	0.58		0.28	DMIDX
EKBDX	-0.43	-0.44	-0.64	0.9	-0.37	0.67	0.26	-0.37	0.28		EKBDX
	SVSPX	GRISX	CLCRX	EVSYX	NWHZX	EKBAX	SWYEX	PCCOX	DMIDX	EKBDX

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Correlation Matchups

Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.

High positive correlations

GRISX	+ 1.0	SVSPX
PCCOX	+ 0.99	SVSPX
PCCOX	+ 0.99	GRISX
DMIDX	+ 0.95	SWYEX
CLCRX	+ 0.91	SVSPX
CLCRX	+ 0.91	GRISX

High negative correlations

EVSYX	- 0.7	CLCRX
EKBDX	- 0.64	CLCRX
EKBDX	- 0.44	GRISX
EKBDX	- 0.43	SVSPX
EVSYX	- 0.39	GRISX
EVSYX	- 0.38	SVSPX

Risk-Adjusted Indicators

There is a big difference between Dreyfus Mutual Fund performing well and Dreyfus Institutional Mutual Fund doing well as a business compared to the competition. Risk-adjusted metrics allow investors to compare Dreyfus Institutional's efficiency and downside exposure against peers in a more meaningful way. 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
SVSPX	0.59	0.01	0.00	-0.09	0.00	0.00	0.89	-1.51	3.53
GRISX	0.59	0.01	0.00	-0.09	0.00	0.00	0.89	-1.48	3.51
CLCRX	0.61	-0.02	0.00	-0.12	0.00	0.00	0.90	-1.50	3.45
EVSYX	0.34	0.07	0.32	-0.73	0.19	-0.52	0.96	-0.60	2.52
NWHZX	0.79	-0.02	0.00	-0.12	0.00	0.00	1.60	-1.90	4.70
EKBAX	0.81	0.22	0.19	0.14	0.92	-0.86	1.56	-1.74	5.41
SWYEX	0.34	0.04	0.18	-0.02	0.48	-0.35	0.62	-0.90	2.25
PCCOX	0.62	0.01	0.00	-0.09	0.00	0.00	0.99	-1.54	3.60
DMIDX	0.74	0.08	0.00	-0.02	0.00	0.00	1.35	-1.78	5.43
EKBDX	0.42	0.04	0.21	-0.44	0.44	-0.64	1.23	-1.00	2.96

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