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SunAmerica Senior Floating Rate A (SASFX)
On
Dec 24
:
7.81
0.01
(0.13%)
MORE ON SASFX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
1
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
0.73%
Worst 1 Yr Total Return
(2008)
:
-38.13%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SASFX
Category
Alpha (against Standard Index)
-1.36
-3.49
Beta (against Standard Index)
0.01
0.17
Mean Annual Return
-0.64
-0.05
R-squared (against Standard Index)
0
0.47
Standard Deviation
17.59
13.94
Sharpe Ratio
-0.08
N/A
Treynor Ratio
-454.54
N/A
5 Years
Statistic
SASFX
Category
Alpha (against Standard Index)
-0.29
-1.49
Beta (against Standard Index)
-0.02
0.10
Mean Annual Return
1.69
0.14
R-squared (against Standard Index)
0
0.39
Standard Deviation
13.57
10.59
Sharpe Ratio
-0.03
N/A
Treynor Ratio
61.73
N/A
10 Years
Statistic
SASFX
Category
Alpha (against Standard Index)
0.54
0.18
Beta (against Standard Index)
-0.04
-0.02
Mean Annual Return
2.86
0.25
R-squared (against Standard Index)
0
0.04
Standard Deviation
9.68
7.92
Sharpe Ratio
0.04
N/A
Treynor Ratio
1.72
N/A
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