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Core I (SGBFX)
On
Dec 18
:
9.68
0.00
(0.00%)
MORE ON SGBFX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Low
Number of Years Up:
5
Number of Years Down:
0
Best 1 Yr Total Return
(2007)
:
5.04%
Worst 1 Yr Total Return
(2005)
:
2.76%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SGBFX
Category
Alpha (against Standard Index)
1.17
1.19
Beta (against Standard Index)
0.07
0.36
Mean Annual Return
3.78
0.41
R-squared (against Standard Index)
18
48.79
Standard Deviation
0.68
2.18
Sharpe Ratio
2.06
N/A
Treynor Ratio
20.56
N/A
5 Years
Statistic
SGBFX
Category
Alpha (against Standard Index)
0.48
0.08
Beta (against Standard Index)
0.04
0.38
Mean Annual Return
3.58
0.33
R-squared (against Standard Index)
3
53.07
Standard Deviation
0.71
1.90
Sharpe Ratio
0.74
N/A
Treynor Ratio
15.48
N/A
10 Years
Statistic
SGBFX
Category
Alpha (against Standard Index)
N/A
-0.10
Beta (against Standard Index)
N/A
0.48
Mean Annual Return
N/A
0.37
R-squared (against Standard Index)
N/A
65.12
Standard Deviation
N/A
2.29
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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