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Sentinel Balanced B (SEBBX)
On
Feb 9
:
15.30
0.14
(0.92%)
MORE ON SEBBX
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Risk
As of 31-Jan-10
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2009)
:
19.86%
Worst 1 Yr Total Return
(2008)
:
-24.67%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SEBBX
Category
Alpha (against Standard Index)
-2.63
-3.13
Beta (against Standard Index)
0.96
1.07
Mean Annual Return
-2.13
-0.16
R-squared (against Standard Index)
95
93.19
Standard Deviation
13.07
14.84
Sharpe Ratio
-0.25
N/A
Treynor Ratio
-4.30
N/A
5 Years
Statistic
SEBBX
Category
Alpha (against Standard Index)
-2.39
-2.55
Beta (against Standard Index)
0.94
1.06
Mean Annual Return
2.01
0.22
R-squared (against Standard Index)
94
92.18
Standard Deviation
10.49
11.90
Sharpe Ratio
-0.03
N/A
Treynor Ratio
-0.96
N/A
10 Years
Statistic
SEBBX
Category
Alpha (against Standard Index)
-1.64
-2.27
Beta (against Standard Index)
0.93
1.05
Mean Annual Return
2.94
0.25
R-squared (against Standard Index)
88
87.41
Standard Deviation
9.81
11.23
Sharpe Ratio
0.06
N/A
Treynor Ratio
0.12
N/A
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