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SunAmerica International Small Cap A (SAESX)
On
Dec 4
:
8.65
0.03
(0.35%)
MORE ON SAESX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
1
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
4.02%
Worst 1 Yr Total Return
(2008)
:
-50.46%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SAESX
Category
Alpha (against Standard Index)
-4.72
1.52
Beta (against Standard Index)
1.01
1.11
Mean Annual Return
-10.18
-0.12
R-squared (against Standard Index)
89
90.62
Standard Deviation
25.75
27.95
Sharpe Ratio
-0.37
N/A
Treynor Ratio
-12.43
N/A
5 Years
Statistic
SAESX
Category
Alpha (against Standard Index)
N/A
2.54
Beta (against Standard Index)
N/A
1.12
Mean Annual Return
N/A
0.84
R-squared (against Standard Index)
N/A
89.46
Standard Deviation
N/A
23.55
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
10 Years
Statistic
SAESX
Category
Alpha (against Standard Index)
N/A
3.59
Beta (against Standard Index)
N/A
1.13
Mean Annual Return
N/A
0.61
R-squared (against Standard Index)
N/A
75.55
Standard Deviation
N/A
23.55
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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