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Seligman Capital R2 (SCFRX)
On
Dec 24
:
20.06
0.09
(0.45%)
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
15.58%
Worst 1 Yr Total Return
(2008)
:
-48.59%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SCFRX
Category
Alpha (against Standard Index)
1.90
2.05
Beta (against Standard Index)
1.14
1.08
Mean Annual Return
-6.17
-0.20
R-squared (against Standard Index)
78
84.21
Standard Deviation
25.70
23.41
Sharpe Ratio
-0.20
N/A
Treynor Ratio
-7.39
N/A
5 Years
Statistic
SCFRX
Category
Alpha (against Standard Index)
0.93
1.56
Beta (against Standard Index)
1.17
1.11
Mean Annual Return
0.46
0.29
R-squared (against Standard Index)
77
80.86
Standard Deviation
21.23
19.91
Sharpe Ratio
-0.01
N/A
Treynor Ratio
-2.17
N/A
10 Years
Statistic
SCFRX
Category
Alpha (against Standard Index)
3.26
3.33
Beta (against Standard Index)
1.26
1.11
Mean Annual Return
0.04
0.32
R-squared (against Standard Index)
61
61.70
Standard Deviation
26.16
23.38
Sharpe Ratio
0.02
N/A
Treynor Ratio
-2.30
N/A
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