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Schroder US Opportunities Inv (SCUIX)
On
Dec 7
:
19.03
0.02
(0.11%)
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Low
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
25.29%
Worst 1 Yr Total Return
(2008)
:
-31.29%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SCUIX
Category
Alpha (against Standard Index)
6.41
1.71
Beta (against Standard Index)
1.06
1.15
Mean Annual Return
-1.66
-0.40
R-squared (against Standard Index)
92
85.55
Standard Deviation
21.50
24.28
Sharpe Ratio
-0.08
N/A
Treynor Ratio
-3.86
N/A
5 Years
Statistic
SCUIX
Category
Alpha (against Standard Index)
5.22
1.12
Beta (against Standard Index)
1.08
1.19
Mean Annual Return
5.18
0.21
R-squared (against Standard Index)
88
81.02
Standard Deviation
18.25
21.15
Sharpe Ratio
0.21
N/A
Treynor Ratio
2.00
N/A
10 Years
Statistic
SCUIX
Category
Alpha (against Standard Index)
11.07
5.25
Beta (against Standard Index)
0.96
1.18
Mean Annual Return
10.43
0.43
R-squared (against Standard Index)
76
56.73
Standard Deviation
17.76
25.52
Sharpe Ratio
0.49
N/A
Treynor Ratio
7.78
N/A
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