• FirefoxTry Yahoo Finance on Firefox »
  •  Dow Down0.32% Nasdaq Down0.62%

    More On SG9999003263…



    News & Info

    • Headlines
    • Message Boards


    LionGlobal SGP Fix Inc Invmt A (SG9999003263.SI)

    1.58 0.00(0.00%) Apr 28

    Risk as of Mar 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up11
    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)0.621.50
    Beta (against Standard Index)0.820.56
    Mean Annual Return0.200.23
    R-squared (against Standard Index)93.4063.26
    Standard Deviation3.492.71
    Sharpe Ratio0.571.17
    Treynor Ratio2.388.15
    5 Years
    Alpha (against Standard Index)0.821.55
    Beta (against Standard Index)0.810.56
    Mean Annual Return0.260.27
    R-squared (against Standard Index)92.0657.50
    Standard Deviation2.912.51
    Sharpe Ratio0.961.38
    Treynor Ratio3.4519.34
    10 Years
    Alpha (against Standard Index)0.861.35
    Beta (against Standard Index)0.680.53
    Mean Annual Return0.290.30
    R-squared (against Standard Index)75.1348.55
    Standard Deviation2.712.86
    Sharpe Ratio0.991.07
    Treynor Ratio3.9522.45