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RidgeWorth Total Return Bond I (SAMFX)
On
Dec 29
:
10.49
0.02
(0.19%)
MORE ON SAMFX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
5
Number of Years Down:
0
Best 1 Yr Total Return
(2008)
:
7.19%
Worst 1 Yr Total Return
(2005)
:
2.13%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SAMFX
Category
Alpha (against Standard Index)
1.21
-1.73
Beta (against Standard Index)
0.94
1.02
Mean Annual Return
7.41
0.39
R-squared (against Standard Index)
91
59.65
Standard Deviation
3.92
5.93
Sharpe Ratio
1.22
N/A
Treynor Ratio
5.49
N/A
5 Years
Statistic
SAMFX
Category
Alpha (against Standard Index)
0.54
-1.13
Beta (against Standard Index)
0.94
0.98
Mean Annual Return
5.92
0.35
R-squared (against Standard Index)
92
61.85
Standard Deviation
3.48
4.90
Sharpe Ratio
0.79
N/A
Treynor Ratio
3.10
N/A
10 Years
Statistic
SAMFX
Category
Alpha (against Standard Index)
-0.02
-0.67
Beta (against Standard Index)
0.95
0.96
Mean Annual Return
6.24
0.46
R-squared (against Standard Index)
92
70.95
Standard Deviation
3.71
4.48
Sharpe Ratio
0.87
N/A
Treynor Ratio
3.49
N/A
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