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SA Global Fixed Income (SAXIX)

On Feb 9: 10.30   0.01 (0.10%)

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Risk  As of 31-Jan-10 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Low Number of Years Up: 5 Number of Years Down: 0 Best 1 Yr Total Return (2007): 4.66% Worst 1 Yr Total Return (2005): 1.07% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic SAXIX Category Alpha (against Standard Index) 0.54 -1.49 Beta (against Standard Index) 0.32 1.45 Mean Annual Return 4.02 0.59 R-squared (against Standard Index) 49 50.86 Standard Deviation 1.87 8.78 Sharpe Ratio 1.02 N/A Treynor Ratio 6.30 N/A 5 Years Statistic SAXIX Category Alpha (against Standard Index) -0.49 -1.09 Beta (against Standard Index) 0.39 1.28 Mean Annual Return 3.28 0.39 R-squared (against Standard Index) 57 46.47 Standard Deviation 1.84 7.31 Sharpe Ratio 0.19 N/A Treynor Ratio 0.96 N/A 10 Years Statistic SAXIX Category Alpha (against Standard Index) -0.88 -0.11 Beta (against Standard Index) 0.63 1.06 Mean Annual Return 4.21 0.54 R-squared (against Standard Index) 64 39.66 Standard Deviation 2.94 6.72 Sharpe Ratio 0.46 N/A Treynor Ratio 2.21 N/A
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