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SSgA Bond Market R (SBMRX)
On
Dec 4
:
8.41
0.02
(0.24%)
MORE ON SBMRX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
2
Number of Years Down:
2
Best 1 Yr Total Return
(2006)
:
3.75%
Worst 1 Yr Total Return
(2007)
:
-7.87%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SBMRX
Category
Alpha (against Standard Index)
-5.71
-1.72
Beta (against Standard Index)
0.76
1.02
Mean Annual Return
-0.51
0.39
R-squared (against Standard Index)
33
59.27
Standard Deviation
5.23
5.93
Sharpe Ratio
-0.51
N/A
Treynor Ratio
-3.85
N/A
5 Years
Statistic
SBMRX
Category
Alpha (against Standard Index)
-3.66
-1.05
Beta (against Standard Index)
0.77
0.98
Mean Annual Return
0.79
0.33
R-squared (against Standard Index)
39
61.87
Standard Deviation
4.41
4.88
Sharpe Ratio
-0.46
N/A
Treynor Ratio
-2.91
N/A
10 Years
Statistic
SBMRX
Category
Alpha (against Standard Index)
-2.23
-0.65
Beta (against Standard Index)
0.91
0.96
Mean Annual Return
3.65
0.45
R-squared (against Standard Index)
64
71.12
Standard Deviation
4.27
4.47
Sharpe Ratio
0.17
N/A
Treynor Ratio
0.74
N/A
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