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SunAmerica Focused Small-Cap Growth A (NSKAX)
On
Dec 1
:
11.80
0.13
(1.11%)
MORE ON NSKAX
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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)
:
18.56%
Worst 1 Yr Total Return
(2008)
:
-35.69%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
NSKAX
Category
Alpha (against Standard Index)
2.85
1.71
Beta (against Standard Index)
1.09
1.15
Mean Annual Return
-5.59
-0.40
R-squared (against Standard Index)
87
85.55
Standard Deviation
22.78
24.28
Sharpe Ratio
-0.24
N/A
Treynor Ratio
-7.36
N/A
5 Years
Statistic
NSKAX
Category
Alpha (against Standard Index)
2.50
1.12
Beta (against Standard Index)
1.15
1.19
Mean Annual Return
1.84
0.21
R-squared (against Standard Index)
78
81.02
Standard Deviation
20.55
21.15
Sharpe Ratio
0.05
N/A
Treynor Ratio
-1.04
N/A
10 Years
Statistic
NSKAX
Category
Alpha (against Standard Index)
7.31
5.25
Beta (against Standard Index)
1.16
1.18
Mean Annual Return
3.63
0.43
R-squared (against Standard Index)
45
56.73
Standard Deviation
27.67
25.52
Sharpe Ratio
0.16
N/A
Treynor Ratio
0.57
N/A
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