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Saratoga Investment Quality Bond I (SIBPX)

On Dec 23: 10.25   0.00 (0.00%)

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Risk  As of 30-Nov-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Below average Number of Years Up: 5 Number of Years Down: 0 Best 1 Yr Total Return (2007): 6.35% Worst 1 Yr Total Return (2005): 0.85% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic SIBPX Category Alpha (against Standard Index) -0.84 -1.73 Beta (against Standard Index) 0.94 1.02 Mean Annual Return 5.24 0.39 R-squared (against Standard Index) 90 59.65 Standard Deviation 4.01 5.93 Sharpe Ratio 0.72 N/A Treynor Ratio 3.17 N/A 5 Years Statistic SIBPX Category Alpha (against Standard Index) -1.17 -1.13 Beta (against Standard Index) 0.89 0.98 Mean Annual Return 3.99 0.35 R-squared (against Standard Index) 89 61.85 Standard Deviation 3.36 4.90 Sharpe Ratio 0.30 N/A Treynor Ratio 1.13 N/A 10 Years Statistic SIBPX Category Alpha (against Standard Index) -0.79 -0.67 Beta (against Standard Index) 0.81 0.96 Mean Annual Return 4.95 0.46 R-squared (against Standard Index) 88 70.95 Standard Deviation 3.28 4.48 Sharpe Ratio 0.61 N/A Treynor Ratio 2.49 N/A
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