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    LionGlobal SGP Fix Inc Invmt A (SG9999003263.SI)

    1.53 0.00(0.00%) Oct 7

    Risk as of Aug 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up10
    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
    Alpha (against Standard Index)1.002.04
    Beta (against Standard Index)0.850.58
    Mean Annual Return0.070.17
    R-squared (against Standard Index)92.6662.26
    Standard Deviation3.152.50
    Sharpe Ratio0.131.03
    Treynor Ratio0.447.32
    5 Years
    Alpha (against Standard Index)0.921.63
    Beta (against Standard Index)0.810.57
    Mean Annual Return0.160.21
    R-squared (against Standard Index)91.2257.54
    Standard Deviation2.752.42
    Sharpe Ratio0.581.14
    Treynor Ratio1.9417.18
    10 Years
    Alpha (against Standard Index)0.621.15
    Beta (against Standard Index)0.690.50
    Mean Annual Return0.230.25
    R-squared (against Standard Index)73.7243.49
    Standard Deviation2.642.76
    Sharpe Ratio0.620.79
    Treynor Ratio2.4214.69