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Monday, December 7, 2009, 9:43PM ET - U.S. Markets Closed. Dow Up 0.01% Nasdaq Down 0.22%
SA Global Fixed Income (SAXIX)On Dec 7: 10.26  Up 0.01 (0.10%)  
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Risk  As of 31-Oct-09Get 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
StatisticSAXIXCategory
Alpha (against Standard Index)0.36-1.14
Beta (against Standard Index)0.291.47
Mean Annual Return3.940.58
R-squared (against Standard Index)4350.46
Standard Deviation1.718.81
Sharpe Ratio0.81N/A
Treynor Ratio5.18N/A
5 Years
StatisticSAXIXCategory
Alpha (against Standard Index)-0.77-0.18
Beta (against Standard Index)0.391.21
Mean Annual Return3.010.44
R-squared (against Standard Index)5439.58
Standard Deviation1.847.42
Sharpe Ratio0.00N/A
Treynor Ratio-0.03N/A
10 Years
StatisticSAXIXCategory
Alpha (against Standard Index)-0.78-0.04
Beta (against Standard Index)0.621.06
Mean Annual Return4.220.53
R-squared (against Standard Index)6339.24
Standard Deviation2.916.67
Sharpe Ratio0.42N/A
Treynor Ratio2.02N/A

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