Finance Home - My Yahoo - Yahoo! - Help

Thursday, December 24, 2009, 10:52PM ET - U.S. Markets closed early today. Dow  0.51% Nasdaq  0.71%

SAAT Core Market Strategy I (SCMSX)

On Dec 24: 9.74   0.01 (0.10%)

MORE ON SCMSX

Quotes Summary Historical Prices Charts Interactive Basic Chart Basic Tech. Analysis News & Info Headlines Message Board Fund Profile Performance Holdings Risk Purchase Info Analyst Research Reports

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 (2004): 10.32% Worst 1 Yr Total Return (2008): -25.30% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic SCMSX Category Alpha (against Standard Index) -2.66 -0.95 Beta (against Standard Index) 0.93 0.74 Mean Annual Return -1.55 0.09 R-squared (against Standard Index) 94 87.00 Standard Deviation 12.68 10.61 Sharpe Ratio -0.24 N/A Treynor Ratio -4.12 N/A 5 Years Statistic SCMSX Category Alpha (against Standard Index) -2.01 -1.38 Beta (against Standard Index) 0.92 0.71 Mean Annual Return 2.59 0.27 R-squared (against Standard Index) 94 85.46 Standard Deviation 10.20 8.33 Sharpe Ratio 0.01 N/A Treynor Ratio -0.43 N/A 10 Years Statistic SCMSX Category Alpha (against Standard Index) N/A -0.99 Beta (against Standard Index) N/A 0.72 Mean Annual Return N/A 0.31 R-squared (against Standard Index) N/A 80.09 Standard Deviation N/A 8.09 Sharpe Ratio N/A N/A Treynor Ratio N/A N/A
Add to Portfolio     Set Alert     Email to a Friend Get Risk for Another Symbol: Symbol Lookup • Help with Risk Statistics • Planning Center