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    LionGlobal SGP Fix Inc Invmt A (SG9999003263.SI)

    1.53 0.00(0.00%) Apr 23

    Risk as of Mar 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)1.132.13
    Beta (against Standard Index)0.860.60
    Mean Annual Return0.170.24
    R-squared (against Standard Index)92.9165.40
    Standard Deviation3.152.51
    Sharpe Ratio0.521.37
    Treynor Ratio1.899.07
    5 Years
    Alpha (against Standard Index)0.971.88
    Beta (against Standard Index)0.790.54
    Mean Annual Return0.250.28
    R-squared (against Standard Index)89.3654.00
    Standard Deviation2.792.45
    Sharpe Ratio0.951.45
    Treynor Ratio3.3617.59
    10 Years
    Alpha (against Standard Index)0.631.32
    Beta (against Standard Index)0.690.44
    Mean Annual Return0.250.27
    R-squared (against Standard Index)73.6537.03
    Standard Deviation2.642.70
    Sharpe Ratio0.710.88
    Treynor Ratio2.7617.95