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SunAmerica Focused Equity Strategy C (FESTX)
On
Nov 30
:
10.67
0.01
(0.09%)
MORE ON FESTX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
10.54%
Worst 1 Yr Total Return
(2008)
:
-46.27%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FESTX
Category
Alpha (against Standard Index)
-0.84
2.45
Beta (against Standard Index)
1.15
1.00
Mean Annual Return
-9.54
-0.24
R-squared (against Standard Index)
94
88.47
Standard Deviation
23.03
20.84
Sharpe Ratio
-0.42
N/A
Treynor Ratio
-10.45
N/A
5 Years
Statistic
FESTX
Category
Alpha (against Standard Index)
-1.18
0.94
Beta (against Standard Index)
1.15
1.01
Mean Annual Return
-1.60
0.21
R-squared (against Standard Index)
93
86.37
Standard Deviation
19.00
17.46
Sharpe Ratio
-0.14
N/A
Treynor Ratio
-4.01
N/A
10 Years
Statistic
FESTX
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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