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Satuit Capital Small Cap Y (SATSX)
On
Dec 4
:
2.33
0.00
(0.00%)
MORE ON SATSX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2004)
:
17.97%
Worst 1 Yr Total Return
(2008)
:
-44.23%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SATSX
Category
Alpha (against Standard Index)
-5.67
1.71
Beta (against Standard Index)
1.07
1.15
Mean Annual Return
-13.29
-0.40
R-squared (against Standard Index)
84
85.55
Standard Deviation
22.78
24.28
Sharpe Ratio
-0.61
N/A
Treynor Ratio
-14.70
N/A
5 Years
Statistic
SATSX
Category
Alpha (against Standard Index)
-3.90
1.12
Beta (against Standard Index)
1.10
1.19
Mean Annual Return
-4.42
0.21
R-squared (against Standard Index)
73
81.02
Standard Deviation
20.34
21.15
Sharpe Ratio
-0.27
N/A
Treynor Ratio
-6.79
N/A
10 Years
Statistic
SATSX
Category
Alpha (against Standard Index)
N/A
5.25
Beta (against Standard Index)
N/A
1.18
Mean Annual Return
N/A
0.43
R-squared (against Standard Index)
N/A
56.73
Standard Deviation
N/A
25.52
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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