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Sentinel Balanced A (SEBLX)
On
Dec 7
:
15.58
0.03
(0.19%)
MORE ON SEBLX
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Risk
As of 31-Oct-09
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
(2006)
:
11.79%
Worst 1 Yr Total Return
(2008)
:
-23.90%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SEBLX
Category
Alpha (against Standard Index)
-1.53
-2.88
Beta (against Standard Index)
0.95
1.08
Mean Annual Return
-0.94
-0.13
R-squared (against Standard Index)
95
93.44
Standard Deviation
12.86
14.69
Sharpe Ratio
-0.20
N/A
Treynor Ratio
-3.53
N/A
5 Years
Statistic
SEBLX
Category
Alpha (against Standard Index)
-1.26
-2.47
Beta (against Standard Index)
0.94
1.06
Mean Annual Return
3.25
0.23
R-squared (against Standard Index)
94
92.52
Standard Deviation
10.39
11.89
Sharpe Ratio
0.07
N/A
Treynor Ratio
0.24
N/A
10 Years
Statistic
SEBLX
Category
Alpha (against Standard Index)
-1.17
-2.17
Beta (against Standard Index)
0.90
1.05
Mean Annual Return
3.36
0.26
R-squared (against Standard Index)
85
86.72
Standard Deviation
9.71
11.31
Sharpe Ratio
0.09
N/A
Treynor Ratio
0.43
N/A
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