Dreyfus Short Intermediate Fund Volatility
| DIMIX Fund | USD 12.90 -0.01 -0.08% |
Dreyfus Short Intermediate registers a Sharpe ratio of 0.0858, showing reward per unit of risk over the last 3 months. 26 technical indicators currently contribute to the broader risk narrative. Recent trading patterns suggest Dreyfus Short Intermediate maintains relatively low price volatility over the last 3 months.
Sharpe Ratio = 0.0858
| High Returns | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| DIMIX |
Dreyfus Short Intermediate reported a Market Risk Adjusted Performance of -0.1%, a Risk of 0.09, and a Risk Adjusted Performance of -0.01%. Moving average data indicates DREYFUS SHORT is positioned near 6% of its recent return envelope. Inclusion in a well-diversified allocation would influence portfolio dispersion metrics. Diversified allocation alters DREYFUS SHORT's relative contribution to total volatility. The monthly average framework offers perspective on DREYFUS SHORT's recent trajectory.
Key indicators related to DREYFUS SHORT's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Volatility analysis for DREYFUS SHORT draws on both historical price data and forward-looking implied volatility. Periods of elevated DREYFUS SHORT volatility are typically followed by calmer conditions, and vice versa. The odds of financial distress provide a fundamental complement to statistical volatility measures for DREYFUS SHORT. A high-volatility DREYFUS SHORT's environment expands both upside and downside scenarios for DREYFUS SHORT investors.
DREYFUS |
Volatility Strategy
Observed trading dispersion in Dreyfus Short Intermediate can affect long-term allocation structure. Current statistical measures show total volatility near 0.0881% with a beta coefficient of 0.0115, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of 0.0858, evaluates return per unit of total risk. An alpha value of -0.001088 reflects performance relative to systematic market exposure. Expected return estimates near 0.0076% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Volatility effects depend on underlying market structure and exposure characteristics.
Main indicators related to DREYFUS SHORT's market risk premium analysis include:
Beta 0.0115 | Alpha -0.0011 | Risk 0.0881 | Sharpe Ratio 0.0858 | Expected Return 0.0076 |
Moving together with DREYFUS Mutual Fund
| 0.94 | DHYYX | Dreyfus High Yield | PairCorr |
| 0.78 | DINIX | Dreyfus International | PairCorr |
| 0.75 | STSVX | Dreyfusthe Boston Pany | PairCorr |
| 0.9 | DLDRX | Dreyfus Natural Resources | PairCorr |
| 0.91 | DMBIX | Dreyfus Amt Free | PairCorr |
| 0.93 | DMBYX | Dreyfus Municipal Bond | PairCorr |
| 0.92 | DMBVX | Dreyfus Municipal Bond | PairCorr |
| 0.69 | DMIDX | Dreyfus Midcap Index | PairCorr |
| 0.91 | DMUYX | Dreyfus Amt Free | PairCorr |
| 0.88 | DNJYX | Dreyfus New Jersey | PairCorr |
| 0.88 | DNMIX | Dreyfus New Jersey | PairCorr |
| 0.88 | DNYIX | Dreyfus New York | PairCorr |
| 0.88 | DNYYX | Dreyfus New York | PairCorr |
| 0.7 | DOPIX | Dreyfus Opportunistic | PairCorr |
| 0.88 | DQEIX | Dreyfus Global Equity | PairCorr |
| 0.75 | DQIYX | Dreyfus Equity Income | PairCorr |
| 0.75 | DQIRX | Dreyfus Equity Income | PairCorr |
Sensitivity To Market
DREYFUS SHORT systematic risk exposure is reflected in a beta value of 0.0115. Beta is derived from regression analysis comparing asset and benchmark returns. Measured volatility currently stands near 0.0881%.Over the current lookback period, Dreyfus Short Intermediate shows a minimal volatility profile, using downside deviation (0.15%) as a primary reference. A fund’s downside behavior depends on what it holds and how correlated those holdings are in stressed markets.
3 Months Beta |Analyze Dreyfus Short Demand TrendCheck current 90 days DREYFUS SHORT correlation with market (Dow Jones Industrial)Downside Risk
Standard deviation for DREYFUS expresses the daily price volatility as a spread around the mean. A large standard deviation indicates a volatile instrument; a small one indicates relative price stability. DREYFUS standard deviation captures the average daily price deviation from the mean over the selected horizon. The daily dispersion captured by standard deviation is one of the most widely used risk metrics for DREYFUS.
Standard Deviation | 0.0881 |
For DREYFUS SHORT investors, the distinction between upside and downside risk matters. Downside risk, the risk of loss specifically, is better measured by semi-deviation or downside deviation of DREYFUS SHORT's returns. Standard deviation of DREYFUS SHORT measures total price dispersion, including upside moves. Using both metrics together provides a more complete view of DREYFUS SHORT's risk characteristics. Dreyfus Short Intermediate reported a Downside Deviation of 0.15, a Downside Variance of 0.02, and a Maximum Drawdown of 0.54.
Mutual Fund Volatility Analysis
Volatility describes the degree to which DREYFUS SHORT mutual fund price fluctuates in either direction. It captures how much DREYFUS SHORT's price fluctuates, helping investors set appropriate position sizes. Volatility in DREYFUS SHORT reflects the degree of uncertainty around DREYFUS SHORT's mutual fund price. Periods of elevated volatility in DREYFUS SHORT can reward disciplined traders while exposing long-term holders to drawdowns.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. Dreyfus Short Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input.
Projected Return Density Against Market
Assuming a 90-day horizon DREYFUS SHORT has a beta of 0.0115 suggesting as returns on the market go up, DREYFUS SHORT's average returns are expected to increase less than the benchmark. However, during a bear market, the loss from holding Dreyfus Short Intermediate is expected to be smaller as well.Systematic risk links DREYFUS SHORT to overall mutual fund market cycles, while unsystematic risk stems from company or sector-specific developments. Diversification addresses the latter, but macro sensitivity persists. Beta measures relative responsiveness. Dreyfus Short Intermediate reported a Downside Deviation of 0.15, a Mean Deviation of 0.05, and a Standard Deviation of 0.08.
Predicted Return Distribution |
| Density |
What Drives DREYFUS SHORT's Price Volatility?
Industry Dynamics
Regulatory updates, demand shifts, and competitive changes in the Dreyfus sector can move DREYFUS SHORT's volatility even when broad indices are stable.Political and Economic Environment
Rates, inflation expectations, and policy headlines can shift discount rates and risk appetite for DREYFUS SHORT.DREYFUS SHORT's Company-Specific Factors
Earnings surprises, guidance changes, management decisions, and litigation risk are common catalysts for sharp re-pricing in DREYFUS SHORT's shares.Mutual Fund Risk Measures
Assuming a 90-day horizon the coefficient of variation of DREYFUS SHORT is 1165.79. The daily returns are distributed with a variance of 0.01 and standard deviation of 0.09. The mean deviation of Dreyfus Short Intermediate is currently at 0.05. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.82
α | Alpha over Dow Jones | -0.0011 | |
β | Beta against Dow Jones | 0.01 | |
σ | Overall volatility | 0.09 | |
Ir | Information ratio | 0.64 |
Mutual Fund Return Volatility
DREYFUS SHORT historical daily return volatility represents how much of DREYFUS SHORT fund's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The fund reported 0.0881% volatility on return distribution over a 90-day investment horizon. By contrast, Dow Jones Industrial has volatility of 0.8481% on return distribution over a 90-day investment horizon. Performance |
| Timeline |
Related Correlations Analysis
| 0.68 | 0.95 | 0.8 | 0.94 | 0.96 | EPEIX | ||
| 0.68 | 0.85 | 0.83 | 0.86 | 0.6 | CMNIX | ||
| 0.95 | 0.85 | 0.89 | 0.99 | 0.87 | GMOEX | ||
| 0.8 | 0.83 | 0.89 | 0.87 | 0.79 | MDBLX | ||
| 0.94 | 0.86 | 0.99 | 0.87 | 0.87 | FSAMX | ||
| 0.96 | 0.6 | 0.87 | 0.79 | 0.87 | FUOKX | ||
Risk-Adjusted Indicators
Strong recent returns in DREYFUS Mutual Fund do not always mean DREYFUS SHORT Mutual Fund is outperforming peers on business quality. Without risk-adjusted context, investors may overweight short-term returns and underweight the volatility required to achieve them. These indicators are quantitative in nature and help investors evaluate volatility and risk-adjusted expected returns across different positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| EPEIX | 0.72 | 0.09 | 0.09 | 0.08 | 1.06 | 1.57 | 5.32 | |||
| CMNIX | 0.08 | 0.00 | 0.37 | 0.01 | 0.00 | 0.19 | 0.44 | |||
| GMOEX | 0.88 | 0.19 | 0.13 | 0.18 | 1.35 | 1.63 | 6.81 | |||
| MDBLX | 0.13 | 0.00 | 0.23 | -0.10 | 0.14 | 0.24 | 0.83 | |||
| FSAMX | 0.93 | 0.17 | 0.11 | 0.12 | 1.36 | 2.26 | 6.98 | |||
| FUOKX | 0.90 | 0.08 | 0.06 | 0.02 | 1.29 | 1.75 | 6.07 |
Risk Metrics, Assumptions & Methodology
Volatility regime for DREYFUS SHORT evaluates whether NAV variability is in a calm, stressed, or transitional phase. Compression regimes can persist, but breakouts from low volatility tend to produce outsized moves.
Dreyfus Short Intermediate metrics are compiled from fund disclosures and market reference feeds and normalized before display. Not all fields update in real time. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Michael Smolkin - Member of Macroaxis Board of DirectorsDREYFUS SHORT Investment Opportunity
Measured over the selected horizon, Dow Jones Industrial carries roughly 9.44 times the return volatility of Dreyfus Short Intermediate. Across the current 90-day horizon, that places the security below 0% of the broader equity and portfolio universe on a pure volatility basis.You can use Dreyfus Short Intermediate to protect the portfolio against small market fluctuations. This directional read frames the latest price swing through a simple momentum and follow-through lens. It is most useful when combined with broader risk controls and position-sizing discipline. a normal downward trend and little activity. Check odds of DREYFUS SHORT to be traded at $12.77 in 90 days.Good diversification
The correlation between DREYFUS SHORT and Dow Jones is 0.14, which Macroaxis classifies as Good diversification for the selected horizon. Lower overlap tends to improve diversification, while higher overlap means both positions carry similar risk.
DREYFUS SHORT Additional Risk Indicators
Secondary risk indicators for Dreyfus Short Intermediate can help investors evaluate exposure beyond standard deviation, beta, or one headline volatility measure. The practical goal is to identify how much risk is being accepted and whether that risk still fits the thesis.
| Risk Adjusted Performance | -0.01 | |||
| Market Risk Adjusted Performance | -0.14 | |||
| Mean Deviation | 0.048 | |||
| Downside Deviation | 0.1516 | |||
| Coefficient Of Variation | 1023.85 | |||
| Standard Deviation | 0.0847 | |||
| Variance | 0.0072 |
DREYFUS SHORT Suggested Diversification Pairs
Using DREYFUS SHORT in a pair-trading setup can improve risk control because gains and losses are judged against a second position instead of against the market alone. This framework is most useful when investors want to hedge directional moves caused by sector headlines or broad market pressure.
The effect of pair diversification on risk is to reduce it, but we should note this doesn't apply to all risk types. When we trade pairs against DREYFUS SHORT as a counterpart, there is always some inherent risk that will never be diversified away no matter what. This volatility limits the effect of tactical diversification using pair trading. DREYFUS SHORT's systematic risk is the inherent uncertainty of the entire market, and therefore cannot be mitigated even by pair-trading it against the equity that is not highly correlated to it. On the other hand, DREYFUS SHORT's unsystematic risk describes the types of risk that we can protect against, at least to some degree, by selecting a matching pair that is not perfectly correlated to Dreyfus Short Intermediate.