Dreyfus Short Market Risk Adjusted Performance
| DIMIX Fund | | | USD 12.94 -0.03 -0.23% |
This dataset for Dreyfus Short Intermediate reflects inputs used in the Market Risk Adjusted Performance calculation. Extended technical indicator views are accessible through
Equity Screeners. Portfolio design and allocation context appear in
Investing Opportunities. Portfolio-level transparency adds depth to allocation analysis. The holding in Dreyfus Short Intermediate represents an allocation. The weighting is determined by the allocation framework in use. 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.
Dreyfus Short Intermediate has current Market Risk Adjusted Performance of 0.1576.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.1576 | |
| ER[a] | = | Expected return on investing in Dreyfus Short |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Market Risk Adjusted Performance Peers Comparison
Market Risk Adjusted Performance Relative To Other Indicators
Dreyfus Short Intermediate ranks first in market risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
2.94 of Maximum Drawdown per Market Risk Adjusted Performance. At
2.94 , Dreyfus Short Intermediate's Maximum Drawdown-to-Market Risk Adjusted Performance multiple reflects the spread between these metrics
Other Technical Indicators