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Past Returns and Standard Deviations Net Total Return Standard Deviation 1-Year 3-Year 1-Year 3-Year Dreyfus Large Cap 33.70% N/A 14.68% N/A Dreyfus Emerging Leaders 38.36%
Past Returns and Standard Deviations | Net Total Return | Standard Deviation | |||
1-Year | 3-Year | 1-Year | 3-Year | ||
Dreyfus Large Cap | 33.70% | N/A | 14.68% | N/A | |
Dreyfus Emerging Leaders | 38.36% | 2.06% | 20.81% | 28.23% | |
Stadion Managed Portfolio | 3.96% | 2.09% | 8.41% | 8.04% | |
Wells Fargo Diversified Eq | 33.00% | 3.07% | 14.97% | 22.33% | |
Vanguard 500 Index | 30.51% | 3.28% | 13.67% | 21.20% | |
Barclays U.S. Treasury Bill Index | 0.21% | 0.59% | 0.02% | 0.25% | |
S&P 500 Index | 30.69% | 3.34% | 13.76% | 21.21% | |
Regression Against S&P 500 Index | 1 Year Estimates | 3-Year Estimates | |||
Beta | Beta | ||||
Dreyfus Large Cap | 1.06 | N/A | |||
Dreyfus Emerging Leaders | 1.43 | 1.25 | |||
Stadion Managed Portfolio | 0.32 | 0.18 | |||
Wells Fargo Diversified Eq | 1.09 | 1.05 | |||
Vanguard 500 Index | 1.00 | 1.00 | |||
Notes: | |||||
Beta estimates are from a simple regression of the excess return on the fund against the excess returns of the benchmark. | |||||
Dreyfus Large Cap fund does not have a three-year return history, hence no three-year estimates. Show me how to solve it in excel. | |||||
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