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Schroder International Alpha Adv (SCVEX)On Dec 23: 9.37  Up 0.08 (0.86%)  
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Risk  As of 30-Nov-09Get 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
StatisticSCVEXCategory
Alpha (against Standard Index)2.540.11
Beta (against Standard Index)1.031.02
Mean Annual Return-3.55-0.23
R-squared (against Standard Index)9595.97
Standard Deviation25.3324.84
Sharpe Ratio-0.10N/A
Treynor Ratio-5.65N/A
5 Years
StatisticSCVEXCategory
Alpha (against Standard Index)1.940.08
Beta (against Standard Index)1.031.01
Mean Annual Return6.020.51
R-squared (against Standard Index)9495.66
Standard Deviation20.8220.38
Sharpe Ratio0.25N/A
Treynor Ratio2.94N/A
10 Years
StatisticSCVEXCategory
Alpha (against Standard Index)0.51-0.14
Beta (against Standard Index)1.041.01
Mean Annual Return2.150.28
R-squared (against Standard Index)9292.61
Standard Deviation19.5318.91
Sharpe Ratio0.06N/A
Treynor Ratio-0.74N/A

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