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Symons Capital Appreciation Instl (SAGIX)
On
Dec 2
:
7.28
0.05
(0.68%)
MORE ON SAGIX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Number of Years Up:
1
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
1.01%
Worst 1 Yr Total Return
(2008)
:
-52.27%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SAGIX
Category
Alpha (against Standard Index)
N/A
2.78
Beta (against Standard Index)
N/A
1.14
Mean Annual Return
N/A
-0.31
R-squared (against Standard Index)
N/A
88.48
Standard Deviation
N/A
23.83
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
5 Years
Statistic
SAGIX
Category
Alpha (against Standard Index)
N/A
2.11
Beta (against Standard Index)
N/A
1.17
Mean Annual Return
N/A
0.29
R-squared (against Standard Index)
N/A
86.78
Standard Deviation
N/A
20.06
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
10 Years
Statistic
SAGIX
Category
Alpha (against Standard Index)
N/A
6.25
Beta (against Standard Index)
N/A
1.05
Mean Annual Return
N/A
0.54
R-squared (against Standard Index)
N/A
72.80
Standard Deviation
N/A
19.97
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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