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    Sequoia (SEQUX)

    156.78 Down 3.16(1.98%) Jun 27

    Risk as of May 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:2
    Number of Years Up38
    Number of Years Down7
    Best 1 Yr Total Return(Dec 30, 2013):34.58%
    Worst 1 Yr Total Return(Dec 30, 2008):-27.03%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticSEQUXCategory
    Alpha (against Standard Index)-3.51-0.75
    Beta (against Standard Index)0.431.04
    Mean Annual Return0.110.90
    R-squared (against Standard Index)13.7285.77
    Standard Deviation13.1612.73
    Sharpe Ratio0.100.85
    Treynor Ratio0.9410.09
    5 Years
    StatisticSEQUXCategory
    Alpha (against Standard Index)0.28-2.12
    Beta (against Standard Index)0.591.07
    Mean Annual Return0.610.87
    R-squared (against Standard Index)32.8388.32
    Standard Deviation12.5213.87
    Sharpe Ratio0.580.76
    Treynor Ratio11.249.34
    10 Years
    StatisticSEQUXCategory
    Alpha (against Standard Index)0.620.01
    Beta (against Standard Index)0.721.02
    Mean Annual Return0.570.71
    R-squared (against Standard Index)58.7788.37
    Standard Deviation14.2316.60
    Sharpe Ratio0.410.45
    Treynor Ratio7.026.26