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Schneider Value (SCMLX)
On
Dec 17
:
12.18
0.14
(1.14%)
MORE ON SCMLX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2004)
:
24.72%
Worst 1 Yr Total Return
(2008)
:
-54.95%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SCMLX
Category
Alpha (against Standard Index)
-5.97
0.96
Beta (against Standard Index)
1.41
1.15
Mean Annual Return
-15.95
-0.33
R-squared (against Standard Index)
83
89.96
Standard Deviation
30.74
24.07
Sharpe Ratio
-0.48
N/A
Treynor Ratio
-12.89
N/A
5 Years
Statistic
SCMLX
Category
Alpha (against Standard Index)
-3.31
1.28
Beta (against Standard Index)
1.41
1.16
Mean Annual Return
-4.72
0.26
R-squared (against Standard Index)
82
88.97
Standard Deviation
24.86
19.80
Sharpe Ratio
-0.19
N/A
Treynor Ratio
-5.48
N/A
10 Years
Statistic
SCMLX
Category
Alpha (against Standard Index)
N/A
7.57
Beta (against Standard Index)
N/A
0.96
Mean Annual Return
N/A
0.70
R-squared (against Standard Index)
N/A
72.92
Standard Deviation
N/A
18.20
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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