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RidgeWorth Mid-Cap Core Equity A (SCAIX)
On
Dec 18
:
8.56
0.04
(0.47%)
MORE ON SCAIX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
16.50%
Worst 1 Yr Total Return
(2008)
:
-41.41%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SCAIX
Category
Alpha (against Standard Index)
-0.77
1.45
Beta (against Standard Index)
1.09
1.13
Mean Annual Return
-7.55
-0.27
R-squared (against Standard Index)
94
88.11
Standard Deviation
22.28
23.88
Sharpe Ratio
-0.34
N/A
Treynor Ratio
-9.00
N/A
5 Years
Statistic
SCAIX
Category
Alpha (against Standard Index)
0.44
1.17
Beta (against Standard Index)
1.11
1.15
Mean Annual Return
0.60
0.26
R-squared (against Standard Index)
92
86.34
Standard Deviation
18.49
19.90
Sharpe Ratio
-0.03
N/A
Treynor Ratio
-2.16
N/A
10 Years
Statistic
SCAIX
Category
Alpha (against Standard Index)
2.58
5.72
Beta (against Standard Index)
1.07
1.04
Mean Annual Return
1.29
0.53
R-squared (against Standard Index)
80
73.17
Standard Deviation
19.36
19.87
Sharpe Ratio
0.02
N/A
Treynor Ratio
-1.53
N/A
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