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SunAmerica Focused Small-Cap Growth B (NBSCX)
On
Dec 3
:
10.48
0.09
(0.85%)
MORE ON NBSCX
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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:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
17.81%
Worst 1 Yr Total Return
(2008)
:
-36.07%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
NBSCX
Category
Alpha (against Standard Index)
2.16
1.71
Beta (against Standard Index)
1.09
1.15
Mean Annual Return
-6.24
-0.40
R-squared (against Standard Index)
87
85.55
Standard Deviation
22.79
24.28
Sharpe Ratio
-0.27
N/A
Treynor Ratio
-7.96
N/A
5 Years
Statistic
NBSCX
Category
Alpha (against Standard Index)
1.83
1.12
Beta (against Standard Index)
1.15
1.19
Mean Annual Return
1.15
0.21
R-squared (against Standard Index)
78
81.02
Standard Deviation
20.57
21.15
Sharpe Ratio
0.01
N/A
Treynor Ratio
-1.64
N/A
10 Years
Statistic
NBSCX
Category
Alpha (against Standard Index)
6.68
5.25
Beta (against Standard Index)
1.16
1.18
Mean Annual Return
2.98
0.43
R-squared (against Standard Index)
45
56.73
Standard Deviation
27.66
25.52
Sharpe Ratio
0.13
N/A
Treynor Ratio
0.01
N/A
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