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SunAmerica GNMA C (GNMTX)
On
Dec 2
:
12.02
0.03
(0.25%)
MORE ON GNMTX
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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)
:
8.05%
Worst 1 Yr Total Return
(2005)
:
1.62%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
GNMTX
Category
Alpha (against Standard Index)
0.48
0.17
Beta (against Standard Index)
0.76
0.75
Mean Annual Return
5.91
0.45
R-squared (against Standard Index)
70
63.33
Standard Deviation
3.67
3.92
Sharpe Ratio
0.91
N/A
Treynor Ratio
4.58
N/A
5 Years
Statistic
GNMTX
Category
Alpha (against Standard Index)
-0.21
-0.28
Beta (against Standard Index)
0.78
0.77
Mean Annual Return
4.39
0.36
R-squared (against Standard Index)
75
69.10
Standard Deviation
3.24
3.41
Sharpe Ratio
0.41
N/A
Treynor Ratio
1.74
N/A
10 Years
Statistic
GNMTX
Category
Alpha (against Standard Index)
-0.73
-0.49
Beta (against Standard Index)
0.97
0.85
Mean Annual Return
5.42
0.44
R-squared (against Standard Index)
82
77.74
Standard Deviation
4.06
3.68
Sharpe Ratio
0.60
N/A
Treynor Ratio
2.53
N/A
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