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Monday, December 28, 2009, 9:42PM ET - U.S. Markets Closed. Dow  0.26% Nasdaq  0.24%

SA US Value (SABTX)

On Dec 28: 9.36   0.02 (0.21%)

MORE ON SABTX

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Risk  As of 30-Nov-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: High Number of Years Up: 3 Number of Years Down: 2 Best 1 Yr Total Return (2006): 19.43% Worst 1 Yr Total Return (2008): -42.47% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic SABTX Category Alpha (against Standard Index) -1.89 -1.37 Beta (against Standard Index) 1.29 1.02 Mean Annual Return -10.65 -0.45 R-squared (against Standard Index) 95 94.58 Standard Deviation 26.36 20.79 Sharpe Ratio -0.38 N/A Treynor Ratio -9.99 N/A 5 Years Statistic SABTX Category Alpha (against Standard Index) -0.64 -0.29 Beta (against Standard Index) 1.29 1.01 Mean Annual Return -1.21 0.14 R-squared (against Standard Index) 94 93.49 Standard Deviation 21.26 16.81 Sharpe Ratio -0.09 N/A Treynor Ratio -3.27 N/A 10 Years Statistic SABTX Category Alpha (against Standard Index) 3.38 2.74 Beta (against Standard Index) 1.14 0.88 Mean Annual Return 1.70 0.31 R-squared (against Standard Index) 80 81.33 Standard Deviation 20.57 15.97 Sharpe Ratio 0.05 N/A Treynor Ratio -1.08 N/A
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