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Sentinel International Equity B (SEWBX)
On
Dec 2
:
15.24
0.02
(0.13%)
MORE ON SEWBX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
22.78%
Worst 1 Yr Total Return
(2008)
:
-43.66%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SEWBX
Category
Alpha (against Standard Index)
-1.12
-0.52
Beta (against Standard Index)
0.98
1.01
Mean Annual Return
-6.19
-0.25
R-squared (against Standard Index)
97
96.20
Standard Deviation
23.97
24.79
Sharpe Ratio
-0.25
N/A
Treynor Ratio
-8.75
N/A
5 Years
Statistic
SEWBX
Category
Alpha (against Standard Index)
-2.18
-0.43
Beta (against Standard Index)
0.98
1.01
Mean Annual Return
2.79
0.55
R-squared (against Standard Index)
97
95.85
Standard Deviation
19.77
20.52
Sharpe Ratio
0.09
N/A
Treynor Ratio
-0.24
N/A
10 Years
Statistic
SEWBX
Category
Alpha (against Standard Index)
-0.23
-0.03
Beta (against Standard Index)
0.97
1.01
Mean Annual Return
1.80
0.31
R-squared (against Standard Index)
96
92.22
Standard Deviation
17.94
19.09
Sharpe Ratio
0.03
N/A
Treynor Ratio
-1.20
N/A
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