Dreyfus Municipal Risk Adjusted Performance
DMBZX Fund | USD 12.22 0.01 0.08% |
Dreyfus |
| = | 0.0069 |
ER[a] | = | Expected return on investing in Dreyfus Municipal |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Dreyfus Municipal Risk Adjusted Performance Peers Comparison
Dreyfus Risk Adjusted Performance Relative To Other Indicators
Dreyfus Municipal Bond is rated below average in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 214.62 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Dreyfus Municipal Bond is roughly 214.62
Risk Adjusted Performance |
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Thematic Opportunities
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Dreyfus Municipal Technical Signals
All Dreyfus Municipal Technical Indicators
Cycle Indicators | ||
Math Operators | ||
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Statistic Functions | ||
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Volume Indicators |
Risk Adjusted Performance | 0.0069 | |||
Market Risk Adjusted Performance | (0.02) | |||
Mean Deviation | 0.1476 | |||
Semi Deviation | 0.223 | |||
Downside Deviation | 0.3523 | |||
Coefficient Of Variation | 2738.89 | |||
Standard Deviation | 0.2466 | |||
Variance | 0.0608 | |||
Information Ratio | (0.49) | |||
Jensen Alpha | (0.01) | |||
Total Risk Alpha | (0.04) | |||
Sortino Ratio | (0.35) | |||
Treynor Ratio | (0.03) | |||
Maximum Drawdown | 1.48 | |||
Value At Risk | (0.33) | |||
Potential Upside | 0.3295 | |||
Downside Variance | 0.1241 | |||
Semi Variance | 0.0497 | |||
Expected Short fall | (0.20) | |||
Skewness | (1.38) | |||
Kurtosis | 7.13 |