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Sunday, December 20, 2009, 8:04AM ET - U.S. Markets Closed. Dow  0.20% Nasdaq  1.45%

Saratoga Energy & Basic Materials I (SEPIX)

On Dec 18: 12.42   0.03 (0.24%)

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Risk  As of 30-Nov-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Average Number of Years Up: 4 Number of Years Down: 1 Best 1 Yr Total Return (2005): 40.76% Worst 1 Yr Total Return (2008): -47.68% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic SEPIX Category Alpha (against Standard Index) 6.39 8.86 Beta (against Standard Index) 1.18 1.20 Mean Annual Return -3.27 0.30 R-squared (against Standard Index) 60 50.47 Standard Deviation 29.96 33.90 Sharpe Ratio -0.03 N/A Treynor Ratio -4.72 N/A 5 Years Statistic SEPIX Category Alpha (against Standard Index) 8.69 11.44 Beta (against Standard Index) 1.21 1.20 Mean Annual Return 6.93 1.11 R-squared (against Standard Index) 51 41.53 Standard Deviation 27.17 29.96 Sharpe Ratio 0.28 N/A Treynor Ratio 3.26 N/A 10 Years Statistic SEPIX Category Alpha (against Standard Index) 11.44 15.51 Beta (against Standard Index) 0.99 1.00 Mean Annual Return 8.96 1.36 R-squared (against Standard Index) 36 34.11 Standard Deviation 26.90 28.06 Sharpe Ratio 0.35 N/A Treynor Ratio 6.07 N/A
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