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Wednesday, December 2, 2009, 6:08PM ET - U.S. Markets Closed.
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Sentinel Sustainable Growth Opp I (CEGIX)
On
Dec 2
:
12.05
0.05
(0.42%)
MORE ON CEGIX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2005)
:
12.98%
Worst 1 Yr Total Return
(2008)
:
-48.36%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
CEGIX
Category
Alpha (against Standard Index)
-3.44
3.31
Beta (against Standard Index)
1.04
1.09
Mean Annual Return
-11.07
-0.23
R-squared (against Standard Index)
81
84.23
Standard Deviation
22.54
23.37
Sharpe Ratio
-0.51
N/A
Treynor Ratio
-13.03
N/A
5 Years
Statistic
CEGIX
Category
Alpha (against Standard Index)
-1.50
2.25
Beta (against Standard Index)
1.08
1.13
Mean Annual Return
-1.94
0.31
R-squared (against Standard Index)
78
81.04
Standard Deviation
19.48
20.00
Sharpe Ratio
-0.15
N/A
Treynor Ratio
-4.60
N/A
10 Years
Statistic
CEGIX
Category
Alpha (against Standard Index)
-0.50
4.42
Beta (against Standard Index)
1.10
1.13
Mean Annual Return
-3.02
0.37
R-squared (against Standard Index)
59
60.91
Standard Deviation
22.98
23.71
Sharpe Ratio
-0.15
N/A
Treynor Ratio
-5.45
N/A
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