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SunAmerica 2015 High Watermark C (HWFCX)
On
Jan 6
:
9.54
0.01
(0.10%)
MORE ON HWFCX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
3
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
9.16%
Worst 1 Yr Total Return
(2008)
:
-5.88%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
HWFCX
Category
Alpha (against Standard Index)
-2.12
-2.67
Beta (against Standard Index)
0.25
1.06
Mean Annual Return
-0.15
-0.07
R-squared (against Standard Index)
28
90.85
Standard Deviation
6.25
14.60
Sharpe Ratio
-0.35
N/A
Treynor Ratio
-9.68
N/A
5 Years
Statistic
HWFCX
Category
Alpha (against Standard Index)
-0.55
-2.06
Beta (against Standard Index)
0.33
0.86
Mean Annual Return
3.01
0.24
R-squared (against Standard Index)
30
83.13
Standard Deviation
6.39
9.98
Sharpe Ratio
0.04
N/A
Treynor Ratio
0.07
N/A
10 Years
Statistic
HWFCX
Category
Alpha (against Standard Index)
N/A
-1.61
Beta (against Standard Index)
N/A
0.53
Mean Annual Return
N/A
0.22
R-squared (against Standard Index)
N/A
55.00
Standard Deviation
N/A
6.93
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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