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Seligman Global Smaller Companies C (SHGCX)
On
Nov 30
:
9.46
0.05
(0.53%)
MORE ON SHGCX
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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)
:
20.79%
Worst 1 Yr Total Return
(2008)
:
-47.95%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SHGCX
Category
Alpha (against Standard Index)
-3.25
-0.56
Beta (against Standard Index)
1.10
0.91
Mean Annual Return
-9.58
-0.21
R-squared (against Standard Index)
94
90.41
Standard Deviation
27.17
22.89
Sharpe Ratio
-0.32
N/A
Treynor Ratio
-10.88
N/A
5 Years
Statistic
SHGCX
Category
Alpha (against Standard Index)
-3.42
-1.40
Beta (against Standard Index)
1.10
0.90
Mean Annual Return
1.29
0.44
R-squared (against Standard Index)
92
89.02
Standard Deviation
22.71
19.07
Sharpe Ratio
0.05
N/A
Treynor Ratio
-1.57
N/A
10 Years
Statistic
SHGCX
Category
Alpha (against Standard Index)
-1.50
0.66
Beta (against Standard Index)
1.10
0.93
Mean Annual Return
-0.22
0.36
R-squared (against Standard Index)
81
79.68
Standard Deviation
21.91
19.07
Sharpe Ratio
-0.03
N/A
Treynor Ratio
-2.92
N/A
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