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Seligman Global Smaller Companies R5 (SGSIX)
On
Dec 2
:
12.32
0.03
(0.24%)
MORE ON SGSIX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
22.46%
Worst 1 Yr Total Return
(2008)
:
-47.29%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SGSIX
Category
Alpha (against Standard Index)
-1.83
-0.56
Beta (against Standard Index)
1.11
0.91
Mean Annual Return
-8.31
-0.21
R-squared (against Standard Index)
94
90.41
Standard Deviation
27.28
22.89
Sharpe Ratio
-0.26
N/A
Treynor Ratio
-9.69
N/A
5 Years
Statistic
SGSIX
Category
Alpha (against Standard Index)
-2.06
-1.40
Beta (against Standard Index)
1.11
0.90
Mean Annual Return
2.68
0.44
R-squared (against Standard Index)
92
89.02
Standard Deviation
22.78
19.07
Sharpe Ratio
0.11
N/A
Treynor Ratio
-0.31
N/A
10 Years
Statistic
SGSIX
Category
Alpha (against Standard Index)
-0.27
0.66
Beta (against Standard Index)
1.10
0.93
Mean Annual Return
1.01
0.36
R-squared (against Standard Index)
81
79.68
Standard Deviation
21.96
19.07
Sharpe Ratio
0.03
N/A
Treynor Ratio
-1.79
N/A
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