Dow Down0.92% Nasdaq Down0.83%

Sentinel Growth Leaders A (BRFOX)

11.92 Down 0.11(0.91%) Oct 22

Risk as of Sep 29, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:2
Number of Years Up9
Number of Years Down5
Best 1 Yr Total Return(Dec 30, 2013):28.02%
Worst 1 Yr Total Return(Dec 30, 2008):-33.46%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)-5.26-3.07
Beta (against Standard Index)1.031.09
Mean Annual Return1.391.68
R-squared (against Standard Index)87.9085.31
Standard Deviation11.5812.48
Sharpe Ratio1.441.62
Treynor Ratio16.8119.62
5 Years
Alpha (against Standard Index)-3.92-1.80
Beta (against Standard Index)1.011.07
Mean Annual Return0.981.23
R-squared (against Standard Index)92.4090.42
Standard Deviation13.8314.86
Sharpe Ratio0.840.99
Treynor Ratio11.1713.66
10 Years
Alpha (against Standard Index)-0.250.15
Beta (against Standard Index)0.931.03
Mean Annual Return0.680.78
R-squared (against Standard Index)81.5187.78
Standard Deviation15.1316.24
Sharpe Ratio0.440.48
Treynor Ratio6.096.52