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SunAmerica Growth Opportunities C (SGWTX)
On
Dec 4
:
12.89
0.18
(1.42%)
MORE ON SGWTX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2006)
:
14.65%
Worst 1 Yr Total Return
(2008)
:
-40.10%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SGWTX
Category
Alpha (against Standard Index)
-0.09
1.71
Beta (against Standard Index)
1.03
1.15
Mean Annual Return
-7.77
-0.40
R-squared (against Standard Index)
81
85.55
Standard Deviation
22.20
24.28
Sharpe Ratio
-0.36
N/A
Treynor Ratio
-9.94
N/A
5 Years
Statistic
SGWTX
Category
Alpha (against Standard Index)
0.12
1.12
Beta (against Standard Index)
1.06
1.19
Mean Annual Return
-0.11
0.21
R-squared (against Standard Index)
79
81.02
Standard Deviation
18.84
21.15
Sharpe Ratio
-0.07
N/A
Treynor Ratio
-2.96
N/A
10 Years
Statistic
SGWTX
Category
Alpha (against Standard Index)
0.05
5.25
Beta (against Standard Index)
1.22
1.18
Mean Annual Return
-4.01
0.43
R-squared (against Standard Index)
48
56.73
Standard Deviation
28.36
25.52
Sharpe Ratio
-0.11
N/A
Treynor Ratio
-5.70
N/A
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