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SunAmerica US Govt Securities A (SGTAX)
On
Dec 8
:
9.86
0.01
(0.10%)
MORE ON SGTAX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
5
Number of Years Down:
0
Best 1 Yr Total Return
(2008)
:
11.52%
Worst 1 Yr Total Return
(2005)
:
2.69%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SGTAX
Category
Alpha (against Standard Index)
-0.66
0.17
Beta (against Standard Index)
1.00
0.75
Mean Annual Return
5.62
0.45
R-squared (against Standard Index)
64
63.33
Standard Deviation
5.13
3.92
Sharpe Ratio
0.62
N/A
Treynor Ratio
3.19
N/A
5 Years
Statistic
SGTAX
Category
Alpha (against Standard Index)
-0.64
-0.28
Beta (against Standard Index)
1.03
0.77
Mean Annual Return
4.42
0.36
R-squared (against Standard Index)
71
69.10
Standard Deviation
4.48
3.41
Sharpe Ratio
0.32
N/A
Treynor Ratio
1.36
N/A
10 Years
Statistic
SGTAX
Category
Alpha (against Standard Index)
-1.05
-0.49
Beta (against Standard Index)
1.15
0.85
Mean Annual Return
5.69
0.44
R-squared (against Standard Index)
82
77.74
Standard Deviation
4.83
3.68
Sharpe Ratio
0.57
N/A
Treynor Ratio
2.36
N/A
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