Finance Home
-
My Yahoo
-
Yahoo!
-
Help
Friday, December 25, 2009, 6:26PM ET - U.S. Markets Closed for Christmas.
Dow
0.51%
Nasdaq
0.71%
Home
Investing
Market Overview
Market Stats
Stocks
Mutual Funds
ETFs
Bonds
Options
Industries
Currencies
New!
Education
News & Opinion
Markets
Investing Ideas
Expert Advice
Special Editions
Company Finances
Providers
Personal Finance
Banking & Budgeting
Career & Work
College & Education
Family & Home
Insurance
Loans
Real Estate
Retirement
Taxes
How-to Guides
My Portfolios
Sign In to Create/Edit My Portfolios
Free trial of Real-Time Quotes
Tech Ticker
Get Quotes
Finance Search
Saratoga Financial Service B (SFPBX)
On
Dec 24
:
5.81
0.03
(0.52%)
MORE ON SFPBX
Quotes
Summary
Historical Prices
Charts
Interactive
Basic Chart
Basic Tech. Analysis
News & Info
Headlines
Message Board
Fund
Profile
Performance
Holdings
Risk
Purchase Info
Analyst
Research Reports
Risk
As of 30-Nov-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)
:
15.80%
Worst 1 Yr Total Return
(2008)
:
-49.80%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SFPBX
Category
Alpha (against Standard Index)
-11.07
-6.82
Beta (against Standard Index)
1.24
1.25
Mean Annual Return
-18.49
-1.03
R-squared (against Standard Index)
82
74.94
Standard Deviation
27.10
28.68
Sharpe Ratio
-0.69
N/A
Treynor Ratio
-16.77
N/A
5 Years
Statistic
SFPBX
Category
Alpha (against Standard Index)
-6.65
-5.00
Beta (against Standard Index)
1.24
1.23
Mean Annual Return
-7.18
-0.27
R-squared (against Standard Index)
79
72.88
Standard Deviation
22.29
23.25
Sharpe Ratio
-0.35
N/A
Treynor Ratio
-8.23
N/A
10 Years
Statistic
SFPBX
Category
Alpha (against Standard Index)
N/A
3.88
Beta (against Standard Index)
N/A
0.91
Mean Annual Return
N/A
0.40
R-squared (against Standard Index)
N/A
54.16
Standard Deviation
N/A
20.04
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
Add to Portfolio
Set Alert
Email to a Friend
Get
Risk
for Another Symbol:
Symbol Lookup
Help with Risk Statistics
Planning Center