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Sunday, December 6, 2009, 4:56AM ET - U.S. Markets Closed. Dow Up 0.22% Nasdaq Up 0.98%
Satuit Capital Small Cap Y (SATSX)On Dec 4: 2.33   0.00 (0.00%)  
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Risk  As of 31-Oct-09Get 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
StatisticSATSXCategory
Alpha (against Standard Index)-5.671.71
Beta (against Standard Index)1.071.15
Mean Annual Return-13.29-0.40
R-squared (against Standard Index)8485.55
Standard Deviation22.7824.28
Sharpe Ratio-0.61N/A
Treynor Ratio-14.70N/A
5 Years
StatisticSATSXCategory
Alpha (against Standard Index)-3.901.12
Beta (against Standard Index)1.101.19
Mean Annual Return-4.420.21
R-squared (against Standard Index)7381.02
Standard Deviation20.3421.15
Sharpe Ratio-0.27N/A
Treynor Ratio-6.79N/A
10 Years
StatisticSATSXCategory
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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