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Wednesday, December 2, 2009, 8:41PM ET - U.S. Markets Closed. Dow Down 0.18% Nasdaq Up 0.42%
Satuit Capital Micro Cap (SATMX)On Dec 2: 23.67  Up 0.20 (0.85%)  
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Risk  As of 31-Oct-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Above average
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2004):19.78%
Worst 1 Yr Total Return (2008):-37.92%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticSATMXCategory
Alpha (against Standard Index)6.561.71
Beta (against Standard Index)1.181.15
Mean Annual Return-3.37-0.40
R-squared (against Standard Index)8085.55
Standard Deviation25.7124.28
Sharpe Ratio-0.10N/A
Treynor Ratio-4.91N/A
5 Years
StatisticSATMXCategory
Alpha (against Standard Index)5.931.12
Beta (against Standard Index)1.231.19
Mean Annual Return4.870.21
R-squared (against Standard Index)7681.02
Standard Deviation22.3321.15
Sharpe Ratio0.19N/A
Treynor Ratio1.51N/A
10 Years
StatisticSATMXCategory
Alpha (against Standard Index)N/A5.25
Beta (against Standard Index)N/A1.18
Mean Annual ReturnN/A0.43
R-squared (against Standard Index)N/A56.73
Standard DeviationN/A25.52
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

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