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Seligman Global Smaller Companies R2 (SGSRX)On Jan 5: 11.70   0.00 (0.00%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:High
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2004):21.47%
Worst 1 Yr Total Return (2008):-47.80%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticSGSRXCategory
Alpha (against Standard Index)-2.550.27
Beta (against Standard Index)1.100.91
Mean Annual Return-9.26-0.17
R-squared (against Standard Index)9490.08
Standard Deviation27.1722.93
Sharpe Ratio-0.30N/A
Treynor Ratio-10.44N/A
5 Years
StatisticSGSRXCategory
Alpha (against Standard Index)-2.96-0.86
Beta (against Standard Index)1.100.90
Mean Annual Return0.740.41
R-squared (against Standard Index)9288.40
Standard Deviation22.4818.93
Sharpe Ratio0.02N/A
Treynor Ratio-2.05N/A
10 Years
StatisticSGSRXCategory
Alpha (against Standard Index)-1.330.53
Beta (against Standard Index)1.090.92
Mean Annual Return-0.190.33
R-squared (against Standard Index)8179.83
Standard Deviation21.8118.84
Sharpe Ratio-0.03N/A
Treynor Ratio-2.86N/A

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