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SunAmerica International Equity I (NAOIX)On Dec 7: 12.25   0.00 (0.00%)  
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Risk  As of 31-Oct-09Get 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):22.06%
Worst 1 Yr Total Return (2008):-49.14%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticNAOIXCategory
Alpha (against Standard Index)-1.88-0.52
Beta (against Standard Index)1.071.01
Mean Annual Return-7.86-0.25
R-squared (against Standard Index)9596.20
Standard Deviation26.2124.79
Sharpe Ratio-0.27N/A
Treynor Ratio-9.62N/A
5 Years
StatisticNAOIXCategory
Alpha (against Standard Index)-1.06-0.43
Beta (against Standard Index)1.071.01
Mean Annual Return3.840.55
R-squared (against Standard Index)9595.85
Standard Deviation21.8120.52
Sharpe Ratio0.15N/A
Treynor Ratio0.76N/A
10 Years
StatisticNAOIXCategory
Alpha (against Standard Index)-1.90-0.03
Beta (against Standard Index)1.071.01
Mean Annual Return-0.220.31
R-squared (against Standard Index)9292.22
Standard Deviation20.0019.09
Sharpe Ratio-0.06N/A
Treynor Ratio-2.99N/A

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