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LionGlobal SGP Fix Inc Invmt A (SG9999003263.SI)

1.50 0.00(0.00%) Aug 20

Risk as of Jul 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:2
Number of Years Up9
Number of Years Down3
Best 1 Yr Total Return(Dec 30, 2002):8.15%
Worst 1 Yr Total Return(Dec 30, 2013):-2.70%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticSG9999003263.SICategory
Alpha (against Standard Index)0.721.15
Beta (against Standard Index)0.900.77
Mean Annual Return0.170.19
R-squared (against Standard Index)90.6971.02
Standard Deviation2.882.91
Sharpe Ratio0.580.70
Treynor Ratio1.8214.25
5 Years
StatisticSG9999003263.SICategory
Alpha (against Standard Index)1.492.05
Beta (against Standard Index)0.800.65
Mean Annual Return0.280.30
R-squared (against Standard Index)82.9458.64
Standard Deviation2.582.67
Sharpe Ratio1.171.29
Treynor Ratio3.7822.41
10 Years
StatisticSG9999003263.SICategory
Alpha (against Standard Index)0.521.06
Beta (against Standard Index)0.690.48
Mean Annual Return0.250.26
R-squared (against Standard Index)72.0539.57
Standard Deviation2.562.83
Sharpe Ratio0.700.72
Treynor Ratio2.6114.29