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SunAmerica New Century C (SEGCX)
On
Dec 4
:
10.32
0.14
(1.38%)
MORE ON SEGCX
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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)
:
14.97%
Worst 1 Yr Total Return
(2008)
:
-53.63%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SEGCX
Category
Alpha (against Standard Index)
-9.68
3.31
Beta (against Standard Index)
1.03
1.09
Mean Annual Return
-16.44
-0.23
R-squared (against Standard Index)
79
84.23
Standard Deviation
22.65
23.37
Sharpe Ratio
-0.78
N/A
Treynor Ratio
-18.34
N/A
5 Years
Statistic
SEGCX
Category
Alpha (against Standard Index)
-5.83
2.25
Beta (against Standard Index)
1.08
1.13
Mean Annual Return
-6.05
0.31
R-squared (against Standard Index)
78
81.04
Standard Deviation
19.36
20.00
Sharpe Ratio
-0.38
N/A
Treynor Ratio
-8.43
N/A
10 Years
Statistic
SEGCX
Category
Alpha (against Standard Index)
-1.94
4.42
Beta (against Standard Index)
1.07
1.13
Mean Annual Return
-4.91
0.37
R-squared (against Standard Index)
44
60.91
Standard Deviation
25.97
23.71
Sharpe Ratio
-0.18
N/A
Treynor Ratio
-7.38
N/A
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