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SunAmerica 2020 High Watermark A (HWKAX)
On
Dec 1
:
8.32
0.05
(0.60%)
MORE ON HWKAX
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Research Reports
Risk
As of 31-Oct-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)
:
10.10%
Worst 1 Yr Total Return
(2008)
:
-16.68%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
HWKAX
Category
Alpha (against Standard Index)
-5.90
-3.26
Beta (against Standard Index)
0.65
1.21
Mean Annual Return
-4.90
-0.18
R-squared (against Standard Index)
44
95.60
Standard Deviation
12.90
16.29
Sharpe Ratio
-0.51
N/A
Treynor Ratio
-11.27
N/A
5 Years
Statistic
HWKAX
Category
Alpha (against Standard Index)
-3.24
-2.86
Beta (against Standard Index)
0.70
1.15
Mean Annual Return
0.63
0.22
R-squared (against Standard Index)
45
94.31
Standard Deviation
11.08
12.71
Sharpe Ratio
-0.16
N/A
Treynor Ratio
-3.44
N/A
10 Years
Statistic
HWKAX
Category
Alpha (against Standard Index)
N/A
-3.40
Beta (against Standard Index)
N/A
1.12
Mean Annual Return
N/A
0.17
R-squared (against Standard Index)
N/A
95.65
Standard Deviation
N/A
11.43
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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