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Schneider Small Cap Value (SCMVX)
On
Dec 8
:
12.69
0.12
(0.94%)
MORE ON SCMVX
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Research Reports
Risk
As of 31-Oct-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)
:
27.23%
Worst 1 Yr Total Return
(2008)
:
-46.53%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SCMVX
Category
Alpha (against Standard Index)
1.05
1.78
Beta (against Standard Index)
1.55
1.18
Mean Annual Return
-13.40
-0.41
R-squared (against Standard Index)
79
85.71
Standard Deviation
33.85
24.90
Sharpe Ratio
-0.32
N/A
Treynor Ratio
-10.21
N/A
5 Years
Statistic
SCMVX
Category
Alpha (against Standard Index)
2.36
1.92
Beta (against Standard Index)
1.59
1.20
Mean Annual Return
-0.91
0.27
R-squared (against Standard Index)
78
82.80
Standard Deviation
28.40
21.07
Sharpe Ratio
0.01
N/A
Treynor Ratio
-2.49
N/A
10 Years
Statistic
SCMVX
Category
Alpha (against Standard Index)
14.31
9.10
Beta (against Standard Index)
1.34
0.95
Mean Annual Return
10.72
0.80
R-squared (against Standard Index)
65
64.80
Standard Deviation
26.59
19.04
Sharpe Ratio
0.41
N/A
Treynor Ratio
5.79
N/A
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