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    Selected American Shares S (SLASX)

    34.70 Up 0.13(0.38%) Jul 29

    Risk as of Jun 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up39
    Number of Years Down15
    Best 1 Yr Total Return(Dec 30, 2013):33.16%
    Worst 1 Yr Total Return(Dec 30, 2008):-39.44%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-3.97-1.98
    Beta (against Standard Index)1.091.00
    Mean Annual Return0.730.81
    R-squared (against Standard Index)88.1693.89
    Standard Deviation13.1111.60
    Sharpe Ratio0.660.84
    Treynor Ratio7.499.44
    5 Years
    Alpha (against Standard Index)-3.57-2.04
    Beta (against Standard Index)1.061.02
    Mean Annual Return0.780.87
    R-squared (against Standard Index)91.7394.84
    Standard Deviation13.4112.75
    Sharpe Ratio0.690.82
    Treynor Ratio8.239.88
    10 Years
    Alpha (against Standard Index)-2.47-0.90
    Beta (against Standard Index)1.061.00
    Mean Annual Return0.530.62
    R-squared (against Standard Index)94.8995.39
    Standard Deviation16.6115.68
    Sharpe Ratio0.320.42
    Treynor Ratio3.885.50