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Sentinel Growth Leaders A (BRFOX)
On
Nov 30
:
10.73
0.04
(0.37%)
MORE ON BRFOX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
19.85%
Worst 1 Yr Total Return
(2008)
:
-33.46%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
BRFOX
Category
Alpha (against Standard Index)
4.52
2.45
Beta (against Standard Index)
0.84
1.00
Mean Annual Return
-1.32
-0.24
R-squared (against Standard Index)
78
88.47
Standard Deviation
18.64
20.84
Sharpe Ratio
-0.11
N/A
Treynor Ratio
-4.45
N/A
5 Years
Statistic
BRFOX
Category
Alpha (against Standard Index)
2.17
0.94
Beta (against Standard Index)
0.88
1.01
Mean Annual Return
2.63
0.21
R-squared (against Standard Index)
74
86.37
Standard Deviation
16.36
17.46
Sharpe Ratio
0.06
N/A
Treynor Ratio
-0.44
N/A
10 Years
Statistic
BRFOX
Category
Alpha (against Standard Index)
N/A
0.18
Beta (against Standard Index)
N/A
1.04
Mean Annual Return
N/A
0.04
R-squared (against Standard Index)
N/A
78.62
Standard Deviation
N/A
19.22
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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