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RidgeWorth Growth Allocation Strategy A (SGIAX)
On
Dec 10
:
9.09
0.04
(0.44%)
MORE ON SGIAX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
11.23%
Worst 1 Yr Total Return
(2008)
:
-27.17%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SGIAX
Category
Alpha (against Standard Index)
-1.72
-2.88
Beta (against Standard Index)
1.11
1.08
Mean Annual Return
-1.56
-0.13
R-squared (against Standard Index)
97
93.44
Standard Deviation
14.80
14.69
Sharpe Ratio
-0.19
N/A
Treynor Ratio
-3.60
N/A
5 Years
Statistic
SGIAX
Category
Alpha (against Standard Index)
-1.81
-2.47
Beta (against Standard Index)
1.10
1.06
Mean Annual Return
2.86
0.23
R-squared (against Standard Index)
96
92.52
Standard Deviation
12.10
11.89
Sharpe Ratio
0.05
N/A
Treynor Ratio
-0.15
N/A
10 Years
Statistic
SGIAX
Category
Alpha (against Standard Index)
-1.40
-2.17
Beta (against Standard Index)
1.12
1.05
Mean Annual Return
3.41
0.26
R-squared (against Standard Index)
94
86.72
Standard Deviation
11.39
11.31
Sharpe Ratio
0.10
N/A
Treynor Ratio
0.40
N/A
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