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SA Real Estate Securities (SAREX)
On
Dec 4
:
5.58
0.16
(2.95%)
MORE ON SAREX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Number of Years Up:
0
Number of Years Down:
1
Best 1 Yr Total Return
(2008)
:
-38.35%
Worst 1 Yr Total Return
(2008)
:
-38.35%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SAREX
Category
Alpha (against Standard Index)
N/A
0.21
Beta (against Standard Index)
N/A
1.63
Mean Annual Return
N/A
-0.83
R-squared (against Standard Index)
N/A
67.53
Standard Deviation
N/A
38.84
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
5 Years
Statistic
SAREX
Category
Alpha (against Standard Index)
N/A
2.84
Beta (against Standard Index)
N/A
1.61
Mean Annual Return
N/A
0.30
R-squared (against Standard Index)
N/A
66.12
Standard Deviation
N/A
31.52
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
10 Years
Statistic
SAREX
Category
Alpha (against Standard Index)
N/A
10.64
Beta (against Standard Index)
N/A
0.89
Mean Annual Return
N/A
0.94
R-squared (against Standard Index)
N/A
35.37
Standard Deviation
N/A
24.16
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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