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Senbanc (SENBX)
On
Dec 4
:
5.50
0.02
(0.36%)
MORE ON SENBX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
2
Number of Years Down:
3
Best 1 Yr Total Return
(2004)
:
11.86%
Worst 1 Yr Total Return
(2008)
:
-45.56%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SENBX
Category
Alpha (against Standard Index)
-21.42
-5.47
Beta (against Standard Index)
1.06
1.27
Mean Annual Return
-27.17
-1.07
R-squared (against Standard Index)
54
75.55
Standard Deviation
28.25
28.60
Sharpe Ratio
-1.05
N/A
Treynor Ratio
-27.83
N/A
5 Years
Statistic
SENBX
Category
Alpha (against Standard Index)
-16.27
-4.25
Beta (against Standard Index)
1.06
1.25
Mean Annual Return
-16.06
-0.25
R-squared (against Standard Index)
54
73.60
Standard Deviation
22.70
23.29
Sharpe Ratio
-0.78
N/A
Treynor Ratio
-18.10
N/A
10 Years
Statistic
SENBX
Category
Alpha (against Standard Index)
-0.39
3.26
Beta (against Standard Index)
0.63
0.88
Mean Annual Return
-0.79
0.33
R-squared (against Standard Index)
31
52.55
Standard Deviation
18.16
19.74
Sharpe Ratio
-0.11
N/A
Treynor Ratio
-5.97
N/A
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