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Saturday, December 26, 2009, 4:48AM ET - U.S. Markets Closed. Dow  0.51% Nasdaq  0.71%

SAAT Defensive Strategy I (SEDIX)

On Dec 24: 9.35   0.00 (0.00%)

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Risk  As of 30-Nov-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Low Number of Years Up: 3 Number of Years Down: 2 Best 1 Yr Total Return (2006): 7.51% Worst 1 Yr Total Return (2008): -8.00% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic SEDIX Category Alpha (against Standard Index) -3.55 -0.95 Beta (against Standard Index) 0.18 0.74 Mean Annual Return -1.43 0.09 R-squared (against Standard Index) 47 87.00 Standard Deviation 3.52 10.61 Sharpe Ratio -1.02 N/A Treynor Ratio -20.05 N/A 5 Years Statistic SEDIX Category Alpha (against Standard Index) -1.97 -1.38 Beta (against Standard Index) 0.20 0.71 Mean Annual Return 1.40 0.27 R-squared (against Standard Index) 49 85.46 Standard Deviation 3.06 8.33 Sharpe Ratio -0.50 N/A Treynor Ratio -8.10 N/A 10 Years Statistic SEDIX Category Alpha (against Standard Index) N/A -0.99 Beta (against Standard Index) N/A 0.72 Mean Annual Return N/A 0.31 R-squared (against Standard Index) N/A 80.09 Standard Deviation N/A 8.09 Sharpe Ratio N/A N/A Treynor Ratio N/A N/A
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