Yahoo! FinanceFinance Home - My Yahoo - Yahoo! - Help 

Thursday, December 24, 2009, 9:56AM ET - U.S. Markets close early today in 3 hours and 4 minutes for Christmas Eve. Dow Up 0.26% Nasdaq Up 0.38%
SSgA Enhanced Small Cap (SESPX)On Dec 23: 8.17  Up 0.09 (1.11%)  
MORE ON SESPX
Quotes
Charts
News & Info
Fund
HereRisk
Analyst


Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Average
Number of Years Up:1
Number of Years Down:2
Best 1 Yr Total Return (2006):18.38%
Worst 1 Yr Total Return (2008):-37.17%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticSESPXCategory
Alpha (against Standard Index)-5.72-0.48
Beta (against Standard Index)1.161.16
Mean Annual Return-12.84-0.45
R-squared (against Standard Index)8886.39
Standard Deviation24.4624.75
Sharpe Ratio-0.53N/A
Treynor Ratio-13.08N/A
5 Years
StatisticSESPXCategory
Alpha (against Standard Index)N/A0.00
Beta (against Standard Index)N/A1.17
Mean Annual ReturnN/A0.16
R-squared (against Standard Index)N/A83.41
Standard DeviationN/A20.64
Sharpe RatioN/AN/A
Treynor RatioN/AN/A
10 Years
StatisticSESPXCategory
Alpha (against Standard Index)N/A7.16
Beta (against Standard Index)N/A1.00
Mean Annual ReturnN/A0.66
R-squared (against Standard Index)N/A64.42
Standard DeviationN/A20.26
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

Add to My Portfolio Add to Portfolio    Set Alert Set Alert    Email to a Friend Email to a Friend
Get Risk for Another Symbol: Symbol Lookup
Help with Risk StatisticsPlanning Center