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Monday, December 7, 2009, 9:43PM ET - U.S. Markets Closed. Dow  0.01% Nasdaq  0.22%

SA Global Fixed Income (SAXIX)

On Dec 7: 10.26   0.01 (0.10%)

MORE ON SAXIX

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Risk  As of 31-Oct-09 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) 0.36 -1.14 Beta (against Standard Index) 0.29 1.47 Mean Annual Return 3.94 0.58 R-squared (against Standard Index) 43 50.46 Standard Deviation 1.71 8.81 Sharpe Ratio 0.81 N/A Treynor Ratio 5.18 N/A 5 Years Statistic SAXIX Category Alpha (against Standard Index) -0.77 -0.18 Beta (against Standard Index) 0.39 1.21 Mean Annual Return 3.01 0.44 R-squared (against Standard Index) 54 39.58 Standard Deviation 1.84 7.42 Sharpe Ratio 0.00 N/A Treynor Ratio -0.03 N/A 10 Years Statistic SAXIX Category Alpha (against Standard Index) -0.78 -0.04 Beta (against Standard Index) 0.62 1.06 Mean Annual Return 4.22 0.53 R-squared (against Standard Index) 63 39.24 Standard Deviation 2.91 6.67 Sharpe Ratio 0.42 N/A Treynor Ratio 2.02 N/A
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