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Monday, December 21, 2009, 11:19PM ET - U.S. Markets Closed.
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Sit Developing Markets Growth (SDMGX)
On
Dec 21
:
20.51
0.03
(0.15%)
MORE ON SDMGX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
40.72%
Worst 1 Yr Total Return
(2008)
:
-55.26%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SDMGX
Category
Alpha (against Standard Index)
12.35
12.34
Beta (against Standard Index)
1.25
1.29
Mean Annual Return
3.13
0.68
R-squared (against Standard Index)
87
87.47
Standard Deviation
32.00
33.01
Sharpe Ratio
0.19
N/A
Treynor Ratio
0.69
N/A
5 Years
Statistic
SDMGX
Category
Alpha (against Standard Index)
10.32
9.77
Beta (against Standard Index)
1.27
1.29
Mean Annual Return
14.30
1.39
R-squared (against Standard Index)
85
85.58
Standard Deviation
27.03
27.53
Sharpe Ratio
0.53
N/A
Treynor Ratio
8.88
N/A
10 Years
Statistic
SDMGX
Category
Alpha (against Standard Index)
5.98
9.46
Beta (against Standard Index)
1.21
1.23
Mean Annual Return
6.68
1.10
R-squared (against Standard Index)
76
77.00
Standard Deviation
24.96
25.24
Sharpe Ratio
0.27
N/A
Treynor Ratio
3.10
N/A
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