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SunAmerica GNMA A (GNMAX)
On
Dec 7
:
11.96
0.03
(0.25%)
MORE ON GNMAX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
5
Number of Years Down:
0
Best 1 Yr Total Return
(2008)
:
8.68%
Worst 1 Yr Total Return
(2005)
:
2.28%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
GNMAX
Category
Alpha (against Standard Index)
1.14
0.17
Beta (against Standard Index)
0.76
0.75
Mean Annual Return
6.58
0.45
R-squared (against Standard Index)
68
63.33
Standard Deviation
3.71
3.92
Sharpe Ratio
1.07
N/A
Treynor Ratio
5.49
N/A
5 Years
Statistic
GNMAX
Category
Alpha (against Standard Index)
0.44
-0.28
Beta (against Standard Index)
0.78
0.77
Mean Annual Return
5.05
0.36
R-squared (against Standard Index)
73
69.10
Standard Deviation
3.26
3.41
Sharpe Ratio
0.60
N/A
Treynor Ratio
2.62
N/A
10 Years
Statistic
GNMAX
Category
Alpha (against Standard Index)
-0.06
-0.49
Beta (against Standard Index)
0.96
0.85
Mean Annual Return
6.10
0.44
R-squared (against Standard Index)
81
77.74
Standard Deviation
4.04
3.68
Sharpe Ratio
0.76
N/A
Treynor Ratio
3.26
N/A
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