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Schroder International Alpha Inv (SCIEX)
On
Dec 4
:
9.67
0.03
(0.31%)
MORE ON SCIEX
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Risk
As of 31-Oct-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
(2006)
:
24.46%
Worst 1 Yr Total Return
(2008)
:
-46.90%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SCIEX
Category
Alpha (against Standard Index)
1.50
-0.52
Beta (against Standard Index)
1.03
1.01
Mean Annual Return
-4.18
-0.25
R-squared (against Standard Index)
95
96.20
Standard Deviation
25.23
24.79
Sharpe Ratio
-0.14
N/A
Treynor Ratio
-6.43
N/A
5 Years
Statistic
SCIEX
Category
Alpha (against Standard Index)
1.35
-0.43
Beta (against Standard Index)
1.02
1.01
Mean Annual Return
6.41
0.55
R-squared (against Standard Index)
95
95.85
Standard Deviation
20.88
20.52
Sharpe Ratio
0.26
N/A
Treynor Ratio
3.31
N/A
10 Years
Statistic
SCIEX
Category
Alpha (against Standard Index)
0.65
-0.03
Beta (against Standard Index)
1.04
1.01
Mean Annual Return
2.44
0.31
R-squared (against Standard Index)
92
92.22
Standard Deviation
19.55
19.09
Sharpe Ratio
0.07
N/A
Treynor Ratio
-0.51
N/A
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