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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-09Get 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
StatisticSIBPXCategory
Alpha (against Standard Index)-0.84-1.73
Beta (against Standard Index)0.941.02
Mean Annual Return5.240.39
R-squared (against Standard Index)9059.65
Standard Deviation4.015.93
Sharpe Ratio0.72N/A
Treynor Ratio3.17N/A
5 Years
StatisticSIBPXCategory
Alpha (against Standard Index)-1.17-1.13
Beta (against Standard Index)0.890.98
Mean Annual Return3.990.35
R-squared (against Standard Index)8961.85
Standard Deviation3.364.90
Sharpe Ratio0.30N/A
Treynor Ratio1.13N/A
10 Years
StatisticSIBPXCategory
Alpha (against Standard Index)-0.79-0.67
Beta (against Standard Index)0.810.96
Mean Annual Return4.950.46
R-squared (against Standard Index)8870.95
Standard Deviation3.284.48
Sharpe Ratio0.61N/A
Treynor Ratio2.49N/A

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