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Sentinel Government Securities C (SCGGX)
On
Dec 24
:
10.59
0.04
(0.38%)
MORE ON SCGGX
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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:
2
Number of Years Down:
0
Best 1 Yr Total Return
(2008)
:
6.22%
Worst 1 Yr Total Return
(2007)
:
5.97%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SCGGX
Category
Alpha (against Standard Index)
1.66
0.23
Beta (against Standard Index)
0.56
0.76
Mean Annual Return
6.29
0.46
R-squared (against Standard Index)
58
64.12
Standard Deviation
2.88
3.94
Sharpe Ratio
1.29
N/A
Treynor Ratio
7.24
N/A
5 Years
Statistic
SCGGX
Category
Alpha (against Standard Index)
0.29
-0.23
Beta (against Standard Index)
0.65
0.78
Mean Annual Return
4.90
0.39
R-squared (against Standard Index)
66
69.48
Standard Deviation
2.78
3.41
Sharpe Ratio
0.64
N/A
Treynor Ratio
2.97
N/A
10 Years
Statistic
SCGGX
Category
Alpha (against Standard Index)
-0.08
-0.47
Beta (against Standard Index)
0.79
0.84
Mean Annual Return
5.62
0.44
R-squared (against Standard Index)
75
78.01
Standard Deviation
3.43
3.66
Sharpe Ratio
0.77
N/A
Treynor Ratio
3.40
N/A
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