Yahoo! FinanceFinance Home - My Yahoo - Yahoo! - Help 

Sunday, December 6, 2009, 7:59PM ET - U.S. Markets Closed. Dow Up 0.22% Nasdaq Up 0.98%
SSgA Bond Market R (SBMRX)On Dec 4: 8.41  Down 0.02 (0.24%)  
MORE ON SBMRX
Quotes
Charts
News & Info
Fund
HereRisk
Analyst


Risk  As of 31-Oct-09Get 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
StatisticSBMRXCategory
Alpha (against Standard Index)-5.71-1.72
Beta (against Standard Index)0.761.02
Mean Annual Return-0.510.39
R-squared (against Standard Index)3359.27
Standard Deviation5.235.93
Sharpe Ratio-0.51N/A
Treynor Ratio-3.85N/A
5 Years
StatisticSBMRXCategory
Alpha (against Standard Index)-3.66-1.05
Beta (against Standard Index)0.770.98
Mean Annual Return0.790.33
R-squared (against Standard Index)3961.87
Standard Deviation4.414.88
Sharpe Ratio-0.46N/A
Treynor Ratio-2.91N/A
10 Years
StatisticSBMRXCategory
Alpha (against Standard Index)-2.23-0.65
Beta (against Standard Index)0.910.96
Mean Annual Return3.650.45
R-squared (against Standard Index)6471.12
Standard Deviation4.274.47
Sharpe Ratio0.17N/A
Treynor Ratio0.74N/A

Add to My Portfolio Add to Portfolio    Set Alert Set Alert    Email to a Friend Email to a Friend
Get Risk for Another Symbol: Symbol Lookup
Help with Risk StatisticsPlanning Center