The Dreyfus Sustainable Fund Market Value
| DTCYX Fund | USD 19.97 0.15 0.75% |
| Symbol | The |
The Dreyfus 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to The Dreyfus' mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of The Dreyfus.
| 12/02/2025 |
| 03/02/2026 |
If you would invest 0.00 in The Dreyfus on December 2, 2025 and sell it all today you would earn a total of 0.00 from holding The Dreyfus Sustainable or generate 0.0% return on investment in The Dreyfus over 90 days. The Dreyfus is related to or competes with Dreyfus Natural, Shelton Green, Hennessy, Energy Fund, and Gmo Resources. The fund normally invests at least 80 percent of its net assets, plus any borrowings for investment purposes, in equity ... More
The Dreyfus Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure The Dreyfus' mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess The Dreyfus Sustainable upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8645 | |||
| Information Ratio | 0.0919 | |||
| Maximum Drawdown | 14.86 | |||
| Value At Risk | (1.32) | |||
| Potential Upside | 1.21 |
The Dreyfus Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for The Dreyfus' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as The Dreyfus' standard deviation. In reality, there are many statistical measures that can use The Dreyfus historical prices to predict the future The Dreyfus' volatility.| Risk Adjusted Performance | 0.1111 | |||
| Jensen Alpha | 0.209 | |||
| Total Risk Alpha | 0.0693 | |||
| Sortino Ratio | 0.1869 | |||
| Treynor Ratio | 0.7027 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of The Dreyfus' price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
The Dreyfus March 2, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1111 | |||
| Market Risk Adjusted Performance | 0.7127 | |||
| Mean Deviation | 0.7916 | |||
| Semi Deviation | 0.5231 | |||
| Downside Deviation | 0.8645 | |||
| Coefficient Of Variation | 725.09 | |||
| Standard Deviation | 1.76 | |||
| Variance | 3.09 | |||
| Information Ratio | 0.0919 | |||
| Jensen Alpha | 0.209 | |||
| Total Risk Alpha | 0.0693 | |||
| Sortino Ratio | 0.1869 | |||
| Treynor Ratio | 0.7027 | |||
| Maximum Drawdown | 14.86 | |||
| Value At Risk | (1.32) | |||
| Potential Upside | 1.21 | |||
| Downside Variance | 0.7474 | |||
| Semi Variance | 0.2737 | |||
| Expected Short fall | (0.92) | |||
| Skewness | 5.87 | |||
| Kurtosis | 42.72 |
The Dreyfus Sustainable Backtested Returns
The Dreyfus appears to be very steady, given 3 months investment horizon. The Dreyfus Sustainable owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.12, which indicates the fund had a 0.12 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for The Dreyfus Sustainable, which you can use to evaluate the volatility of the fund. Please review The Dreyfus' Risk Adjusted Performance of 0.1111, coefficient of variation of 725.09, and Semi Deviation of 0.5231 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of 0.33, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, the Dreyfus' returns are expected to increase less than the market. However, during the bear market, the loss of holding the Dreyfus is expected to be smaller as well.
Auto-correlation | -0.18 |
Insignificant reverse predictability
The Dreyfus Sustainable has insignificant reverse predictability. Overlapping area represents the amount of predictability between The Dreyfus time series from 2nd of December 2025 to 16th of January 2026 and 16th of January 2026 to 2nd of March 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of The Dreyfus Sustainable price movement. The serial correlation of -0.18 indicates that over 18.0% of current The Dreyfus price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.18 | |
| Spearman Rank Test | -0.39 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in The Mutual Fund
The Dreyfus financial ratios help investors to determine whether The Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in The with respect to the benefits of owning The Dreyfus security.
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