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Stonebridge Small-Cap Growth (SBAGX)
On
Dec 4
:
6.63
0.10
(1.53%)
MORE ON SBAGX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2004)
:
24.19%
Worst 1 Yr Total Return
(2008)
:
-49.11%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SBAGX
Category
Alpha (against Standard Index)
3.32
1.71
Beta (against Standard Index)
1.46
1.15
Mean Annual Return
-9.81
-0.40
R-squared (against Standard Index)
85
85.55
Standard Deviation
30.70
24.28
Sharpe Ratio
-0.26
N/A
Treynor Ratio
-8.40
N/A
5 Years
Statistic
SBAGX
Category
Alpha (against Standard Index)
1.36
1.12
Beta (against Standard Index)
1.50
1.19
Mean Annual Return
-1.25
0.21
R-squared (against Standard Index)
80
81.02
Standard Deviation
26.52
21.15
Sharpe Ratio
-0.03
N/A
Treynor Ratio
-2.85
N/A
10 Years
Statistic
SBAGX
Category
Alpha (against Standard Index)
6.72
5.25
Beta (against Standard Index)
1.37
1.18
Mean Annual Return
2.56
0.43
R-squared (against Standard Index)
67
56.73
Standard Deviation
26.87
25.52
Sharpe Ratio
0.12
N/A
Treynor Ratio
-0.30
N/A
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