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Seligman Frontier R5 (SFFIX)
On
Nov 30
:
8.96
0.00
(0.00%)
MORE ON SFFIX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2006)
:
21.22%
Worst 1 Yr Total Return
(2008)
:
-41.94%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SFFIX
Category
Alpha (against Standard Index)
0.97
1.71
Beta (against Standard Index)
1.11
1.15
Mean Annual Return
-7.80
-0.40
R-squared (against Standard Index)
83
85.55
Standard Deviation
23.77
24.28
Sharpe Ratio
-0.32
N/A
Treynor Ratio
-9.21
N/A
5 Years
Statistic
SFFIX
Category
Alpha (against Standard Index)
0.21
1.12
Beta (against Standard Index)
1.16
1.19
Mean Annual Return
-0.60
0.21
R-squared (against Standard Index)
79
81.02
Standard Deviation
20.79
21.15
Sharpe Ratio
-0.07
N/A
Treynor Ratio
-3.11
N/A
10 Years
Statistic
SFFIX
Category
Alpha (against Standard Index)
2.92
5.25
Beta (against Standard Index)
1.11
1.18
Mean Annual Return
0.26
0.43
R-squared (against Standard Index)
59
56.73
Standard Deviation
23.31
25.52
Sharpe Ratio
0.00
N/A
Treynor Ratio
-2.44
N/A
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