Finance Home
-
My Yahoo
-
Yahoo!
-
Help
Monday, December 28, 2009, 10:28AM ET - U.S. Markets close in 5 hours and 32 minutes.
Dow
0.14%
Nasdaq
0.25%
Home
Investing
Market Overview
Market Stats
Stocks
Mutual Funds
ETFs
Bonds
Options
Industries
Currencies
New!
Education
News & Opinion
Markets
Investing Ideas
Expert Advice
Special Editions
Company Finances
Providers
Personal Finance
Banking & Budgeting
Career & Work
College & Education
Family & Home
Insurance
Loans
Real Estate
Retirement
Taxes
How-to Guides
My Portfolios
Sign In to Create/Edit My Portfolios
Free trial of Real-Time Quotes
Tech Ticker
Get Quotes
Finance Search
Barrett Opportunity (SAOPX)
On
Dec 24
:
32.66
0.18
(0.55%)
MORE ON SAOPX
Quotes
Summary
Historical Prices
Charts
Interactive
Basic Chart
Basic Tech. Analysis
News & Info
Headlines
Message Board
Fund
Profile
Performance
Holdings
Risk
Purchase Info
Analyst
Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
19.40%
Worst 1 Yr Total Return
(2008)
:
-42.11%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SAOPX
Category
Alpha (against Standard Index)
-4.59
-1.37
Beta (against Standard Index)
1.05
1.02
Mean Annual Return
-10.67
-0.45
R-squared (against Standard Index)
92
94.58
Standard Deviation
21.67
20.79
Sharpe Ratio
-0.51
N/A
Treynor Ratio
-12.37
N/A
5 Years
Statistic
SAOPX
Category
Alpha (against Standard Index)
-1.22
-0.29
Beta (against Standard Index)
1.04
1.01
Mean Annual Return
-0.87
0.14
R-squared (against Standard Index)
89
93.49
Standard Deviation
17.77
16.81
Sharpe Ratio
-0.12
N/A
Treynor Ratio
-3.71
N/A
10 Years
Statistic
SAOPX
Category
Alpha (against Standard Index)
2.52
2.74
Beta (against Standard Index)
0.81
0.88
Mean Annual Return
2.50
0.31
R-squared (against Standard Index)
74
81.33
Standard Deviation
15.34
15.97
Sharpe Ratio
0.05
N/A
Treynor Ratio
-0.52
N/A
Add to Portfolio
Set Alert
Email to a Friend
Get
Risk
for Another Symbol:
Symbol Lookup
Help with Risk Statistics
Planning Center