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Saratoga Financial Service A (SFPAX)
On
Dec 3
:
6.14
0.10
(1.60%)
MORE ON SFPAX
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Research Reports
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)
:
16.42%
Worst 1 Yr Total Return
(2008)
:
-49.40%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SFPAX
Category
Alpha (against Standard Index)
-9.09
-5.47
Beta (against Standard Index)
1.26
1.27
Mean Annual Return
-18.42
-1.07
R-squared (against Standard Index)
83
75.55
Standard Deviation
27.08
28.60
Sharpe Ratio
-0.70
N/A
Treynor Ratio
-16.51
N/A
5 Years
Statistic
SFPAX
Category
Alpha (against Standard Index)
-4.82
-4.25
Beta (against Standard Index)
1.26
1.25
Mean Annual Return
-5.99
-0.25
R-squared (against Standard Index)
80
73.60
Standard Deviation
22.47
23.29
Sharpe Ratio
-0.29
N/A
Treynor Ratio
-7.14
N/A
10 Years
Statistic
SFPAX
Category
Alpha (against Standard Index)
N/A
3.26
Beta (against Standard Index)
N/A
0.88
Mean Annual Return
N/A
0.33
R-squared (against Standard Index)
N/A
52.55
Standard Deviation
N/A
19.74
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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