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Schroder International Alpha Adv (SCVEX)
On
Dec 23
:
9.37
0.08
(0.86%)
MORE ON SCVEX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
1
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
13.76%
Worst 1 Yr Total Return
(2008)
:
-46.97%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SCVEX
Category
Alpha (against Standard Index)
2.54
0.11
Beta (against Standard Index)
1.03
1.02
Mean Annual Return
-3.55
-0.23
R-squared (against Standard Index)
95
95.97
Standard Deviation
25.33
24.84
Sharpe Ratio
-0.10
N/A
Treynor Ratio
-5.65
N/A
5 Years
Statistic
SCVEX
Category
Alpha (against Standard Index)
1.94
0.08
Beta (against Standard Index)
1.03
1.01
Mean Annual Return
6.02
0.51
R-squared (against Standard Index)
94
95.66
Standard Deviation
20.82
20.38
Sharpe Ratio
0.25
N/A
Treynor Ratio
2.94
N/A
10 Years
Statistic
SCVEX
Category
Alpha (against Standard Index)
0.51
-0.14
Beta (against Standard Index)
1.04
1.01
Mean Annual Return
2.15
0.28
R-squared (against Standard Index)
92
92.61
Standard Deviation
19.53
18.91
Sharpe Ratio
0.06
N/A
Treynor Ratio
-0.74
N/A
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