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Seligman Frontier R2 (SFFRX)
On
Dec 2
:
8.48
0.04
(0.47%)
MORE ON SFFRX
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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)
:
20.19%
Worst 1 Yr Total Return
(2008)
:
-42.43%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SFFRX
Category
Alpha (against Standard Index)
0.20
1.71
Beta (against Standard Index)
1.11
1.15
Mean Annual Return
-8.53
-0.40
R-squared (against Standard Index)
83
85.55
Standard Deviation
23.80
24.28
Sharpe Ratio
-0.35
N/A
Treynor Ratio
-9.85
N/A
5 Years
Statistic
SFFRX
Category
Alpha (against Standard Index)
-0.64
1.12
Beta (against Standard Index)
1.17
1.19
Mean Annual Return
-1.46
0.21
R-squared (against Standard Index)
79
81.02
Standard Deviation
20.87
21.15
Sharpe Ratio
-0.11
N/A
Treynor Ratio
-3.84
N/A
10 Years
Statistic
SFFRX
Category
Alpha (against Standard Index)
2.22
5.25
Beta (against Standard Index)
1.11
1.18
Mean Annual Return
-0.45
0.43
R-squared (against Standard Index)
59
56.73
Standard Deviation
23.33
25.52
Sharpe Ratio
-0.03
N/A
Treynor Ratio
-3.08
N/A
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