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Stonebridge Inst Small-Cap Growth (SBSCX)
On
Dec 1
:
6.64
0.12
(1.84%)
MORE ON SBSCX
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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)
:
10.58%
Worst 1 Yr Total Return
(2008)
:
-48.59%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SBSCX
Category
Alpha (against Standard Index)
2.24
1.71
Beta (against Standard Index)
1.46
1.15
Mean Annual Return
-10.78
-0.40
R-squared (against Standard Index)
86
85.55
Standard Deviation
30.65
24.28
Sharpe Ratio
-0.29
N/A
Treynor Ratio
-9.06
N/A
5 Years
Statistic
SBSCX
Category
Alpha (against Standard Index)
-1.96
1.12
Beta (against Standard Index)
1.40
1.19
Mean Annual Return
-3.81
0.21
R-squared (against Standard Index)
85
81.02
Standard Deviation
24.18
21.15
Sharpe Ratio
-0.16
N/A
Treynor Ratio
-4.87
N/A
10 Years
Statistic
SBSCX
Category
Alpha (against Standard Index)
-2.95
5.25
Beta (against Standard Index)
1.16
1.18
Mean Annual Return
-5.06
0.43
R-squared (against Standard Index)
82
56.73
Standard Deviation
20.60
25.52
Sharpe Ratio
-0.29
N/A
Treynor Ratio
-6.90
N/A
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