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SunAmerica US Govt Securities B (SGTBX)
On
Dec 21
:
9.57
0.06
(0.62%)
MORE ON SGTBX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
5
Number of Years Down:
0
Best 1 Yr Total Return
(2008)
:
10.69%
Worst 1 Yr Total Return
(2005)
:
1.92%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SGTBX
Category
Alpha (against Standard Index)
-1.45
0.23
Beta (against Standard Index)
1.00
0.76
Mean Annual Return
4.82
0.46
R-squared (against Standard Index)
64
64.12
Standard Deviation
5.12
3.94
Sharpe Ratio
0.50
N/A
Treynor Ratio
2.55
N/A
5 Years
Statistic
SGTBX
Category
Alpha (against Standard Index)
-1.38
-0.23
Beta (against Standard Index)
1.03
0.78
Mean Annual Return
4.10
0.39
R-squared (against Standard Index)
71
69.48
Standard Deviation
4.46
3.41
Sharpe Ratio
0.26
N/A
Treynor Ratio
1.07
N/A
10 Years
Statistic
SGTBX
Category
Alpha (against Standard Index)
-1.77
-0.47
Beta (against Standard Index)
1.15
0.84
Mean Annual Return
5.08
0.44
R-squared (against Standard Index)
82
78.01
Standard Deviation
4.84
3.66
Sharpe Ratio
0.45
N/A
Treynor Ratio
1.87
N/A
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