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Seligman Capital C (SCLCX)
On
Dec 1
:
15.57
0.31
(2.03%)
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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
(2007)
:
14.94%
Worst 1 Yr Total Return
(2008)
:
-48.84%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SCLCX
Category
Alpha (against Standard Index)
3.04
3.31
Beta (against Standard Index)
1.16
1.09
Mean Annual Return
-6.72
-0.23
R-squared (against Standard Index)
78
84.23
Standard Deviation
25.68
23.37
Sharpe Ratio
-0.23
N/A
Treynor Ratio
-7.86
N/A
5 Years
Statistic
SCLCX
Category
Alpha (against Standard Index)
0.54
2.25
Beta (against Standard Index)
1.17
1.13
Mean Annual Return
-0.39
0.31
R-squared (against Standard Index)
77
81.04
Standard Deviation
21.17
20.00
Sharpe Ratio
-0.05
N/A
Treynor Ratio
-2.91
N/A
10 Years
Statistic
SCLCX
Category
Alpha (against Standard Index)
4.05
4.42
Beta (against Standard Index)
1.27
1.13
Mean Annual Return
0.23
0.37
R-squared (against Standard Index)
60
60.91
Standard Deviation
26.37
23.71
Sharpe Ratio
0.03
N/A
Treynor Ratio
-2.16
N/A
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