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Schroder US Opportunities Adv (SCUVX)
On
Dec 24
:
19.91
0.06
(0.30%)
MORE ON SCUVX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
1
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
10.05%
Worst 1 Yr Total Return
(2008)
:
-31.45%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SCUVX
Category
Alpha (against Standard Index)
4.04
0.16
Beta (against Standard Index)
1.03
1.12
Mean Annual Return
-2.40
-0.38
R-squared (against Standard Index)
90
84.86
Standard Deviation
21.47
24.29
Sharpe Ratio
-0.11
N/A
Treynor Ratio
-4.54
N/A
5 Years
Statistic
SCUVX
Category
Alpha (against Standard Index)
3.58
-0.01
Beta (against Standard Index)
1.05
1.17
Mean Annual Return
3.97
0.16
R-squared (against Standard Index)
87
80.32
Standard Deviation
18.07
20.99
Sharpe Ratio
0.15
N/A
Treynor Ratio
0.93
N/A
10 Years
Statistic
SCUVX
Category
Alpha (against Standard Index)
10.04
4.06
Beta (against Standard Index)
0.95
1.16
Mean Annual Return
9.75
0.37
R-squared (against Standard Index)
75
57.27
Standard Deviation
17.70
25.21
Sharpe Ratio
0.45
N/A
Treynor Ratio
7.21
N/A
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