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Seligman Global Technology C (SHTCX)
On
Dec 1
:
15.14
0.28
(1.88%)
MORE ON SHTCX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
17.67%
Worst 1 Yr Total Return
(2008)
:
-40.91%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SHTCX
Category
Alpha (against Standard Index)
9.90
7.86
Beta (against Standard Index)
1.04
1.14
Mean Annual Return
1.52
0.12
R-squared (against Standard Index)
76
78.24
Standard Deviation
23.25
25.36
Sharpe Ratio
0.08
N/A
Treynor Ratio
-0.86
N/A
5 Years
Statistic
SHTCX
Category
Alpha (against Standard Index)
7.05
3.75
Beta (against Standard Index)
1.10
1.19
Mean Annual Return
6.66
0.43
R-squared (against Standard Index)
74
73.64
Standard Deviation
20.23
22.22
Sharpe Ratio
0.28
N/A
Treynor Ratio
3.32
N/A
10 Years
Statistic
SHTCX
Category
Alpha (against Standard Index)
3.79
2.22
Beta (against Standard Index)
1.41
1.56
Mean Annual Return
-1.02
0.10
R-squared (against Standard Index)
63
57.55
Standard Deviation
28.55
33.23
Sharpe Ratio
0.01
N/A
Treynor Ratio
-2.82
N/A
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