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SunAmerica New Century A (SEGAX)
On
Dec 4
:
11.91
0.15
(1.28%)
MORE ON SEGAX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2004)
:
15.51%
Worst 1 Yr Total Return
(2008)
:
-53.42%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SEGAX
Category
Alpha (against Standard Index)
-9.16
3.31
Beta (against Standard Index)
1.03
1.09
Mean Annual Return
-16.02
-0.23
R-squared (against Standard Index)
79
84.23
Standard Deviation
22.67
23.37
Sharpe Ratio
-0.76
N/A
Treynor Ratio
-17.90
N/A
5 Years
Statistic
SEGAX
Category
Alpha (against Standard Index)
-5.30
2.25
Beta (against Standard Index)
1.08
1.13
Mean Annual Return
-5.55
0.31
R-squared (against Standard Index)
78
81.04
Standard Deviation
19.38
20.00
Sharpe Ratio
-0.35
N/A
Treynor Ratio
-7.95
N/A
10 Years
Statistic
SEGAX
Category
Alpha (against Standard Index)
-1.37
4.42
Beta (against Standard Index)
1.07
1.13
Mean Annual Return
-4.36
0.37
R-squared (against Standard Index)
44
60.91
Standard Deviation
25.98
23.71
Sharpe Ratio
-0.16
N/A
Treynor Ratio
-6.86
N/A
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