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SunAmerica Senior Floating Rate C (NFRCX)
On
Dec 4
:
7.67
0.01
(0.13%)
MORE ON NFRCX
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Risk
As of 31-Oct-09
Get
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)
:
6.54%
Worst 1 Yr Total Return
(2008)
:
-38.43%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
NFRCX
Category
Alpha (against Standard Index)
-1.86
-3.45
Beta (against Standard Index)
-0.01
0.17
Mean Annual Return
-1.04
-0.04
R-squared (against Standard Index)
0
0.48
Standard Deviation
17.61
14.00
Sharpe Ratio
-0.11
N/A
Treynor Ratio
755.85
N/A
5 Years
Statistic
NFRCX
Category
Alpha (against Standard Index)
-0.55
-1.39
Beta (against Standard Index)
-0.04
0.09
Mean Annual Return
1.42
0.15
R-squared (against Standard Index)
0
0.38
Standard Deviation
13.59
10.65
Sharpe Ratio
-0.05
N/A
Treynor Ratio
43.40
N/A
10 Years
Statistic
NFRCX
Category
Alpha (against Standard Index)
0.41
0.43
Beta (against Standard Index)
-0.04
-0.02
Mean Annual Return
2.76
0.28
R-squared (against Standard Index)
0
0.04
Standard Deviation
9.69
8.14
Sharpe Ratio
0.03
N/A
Treynor Ratio
5.12
N/A
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