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SunAmerica Balanced Assets C (SBDTX)
On
Dec 8
:
12.69
0.06
(0.47%)
MORE ON SBDTX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
8.75%
Worst 1 Yr Total Return
(2008)
:
-28.09%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SBDTX
Category
Alpha (against Standard Index)
-4.82
-2.88
Beta (against Standard Index)
0.97
1.08
Mean Annual Return
-4.20
-0.13
R-squared (against Standard Index)
95
93.44
Standard Deviation
13.08
14.69
Sharpe Ratio
-0.45
N/A
Treynor Ratio
-6.85
N/A
5 Years
Statistic
SBDTX
Category
Alpha (against Standard Index)
-4.81
-2.47
Beta (against Standard Index)
0.95
1.06
Mean Annual Return
-0.33
0.23
R-squared (against Standard Index)
93
92.52
Standard Deviation
10.59
11.89
Sharpe Ratio
-0.26
N/A
Treynor Ratio
-3.53
N/A
10 Years
Statistic
SBDTX
Category
Alpha (against Standard Index)
-7.00
-2.17
Beta (against Standard Index)
1.05
1.05
Mean Annual Return
-2.35
0.26
R-squared (against Standard Index)
85
86.72
Standard Deviation
11.22
11.31
Sharpe Ratio
-0.42
N/A
Treynor Ratio
-5.10
N/A
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