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SA US Market (SAMKX)
On
Dec 4
:
10.10
0.06
(0.60%)
MORE ON SAMKX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
13.88%
Worst 1 Yr Total Return
(2008)
:
-35.83%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SAMKX
Category
Alpha (against Standard Index)
-0.44
0.38
Beta (against Standard Index)
0.98
1.00
Mean Annual Return
-7.27
-0.41
R-squared (against Standard Index)
99
95.50
Standard Deviation
19.32
20.09
Sharpe Ratio
-0.42
N/A
Treynor Ratio
-9.84
N/A
5 Years
Statistic
SAMKX
Category
Alpha (against Standard Index)
-0.42
0.26
Beta (against Standard Index)
0.99
1.01
Mean Annual Return
-0.06
0.16
R-squared (against Standard Index)
99
94.84
Standard Deviation
15.87
16.47
Sharpe Ratio
-0.11
N/A
Treynor Ratio
-3.11
N/A
10 Years
Statistic
SAMKX
Category
Alpha (against Standard Index)
0.83
0.84
Beta (against Standard Index)
0.98
0.97
Mean Annual Return
-0.06
0.11
R-squared (against Standard Index)
95
91.16
Standard Deviation
16.07
16.35
Sharpe Ratio
-0.10
N/A
Treynor Ratio
-3.10
N/A
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