Dreyfus Institutional Correlations
| DSHXX Fund | USD 1.00 0.00 0.00% |
The correlation of Dreyfus Institutional is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak. If the correlation is 0, the equities are not correlated; they are entirely random.
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Risk-Adjusted Indicators
There is a big difference between Dreyfus Money Market Fund performing well and Dreyfus Institutional Money Market Fund doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Dreyfus Institutional's multiple risk-adjusted performance indicators across the competitive landscape. 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| TASTX | 0.08 | 0.02 | 0.36 | 1.21 | 0.00 | 0.21 | 0.62 | |||
| OWSBX | 0.07 | 0.01 | 0.35 | (0.64) | 0.00 | 0.20 | 0.40 | |||
| VMSSX | 0.10 | 0.02 | 0.18 | (0.33) | 0.00 | 0.22 | 0.88 | |||
| VUBFX | 0.04 | 0.01 | 0.00 | (6.26) | 0.00 | 0.10 | 0.20 | |||
| CDICX | 0.08 | 0.01 | 0.33 | 1.02 | 0.00 | 0.26 | 0.64 | |||
| TSDCX | 0.05 | 0.01 | 0.29 | (1.04) | 0.00 | 0.11 | 0.66 | |||
| BDMKX | 0.08 | 0.01 | 0.21 | (0.51) | 0.00 | 0.11 | 0.66 | |||
| DULTX | 0.04 | 0.01 | 0.00 | (0.67) | 0.00 | 0.10 | 0.51 |