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Sentinel Government Securities I (SIBWX)
On
Dec 4
:
11.01
0.05
(0.45%)
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Number of Years Up:
1
Number of Years Down:
0
Best 1 Yr Total Return
(2008)
:
7.45%
Worst 1 Yr Total Return
(2008)
:
7.45%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SIBWX
Category
Alpha (against Standard Index)
2.87
0.17
Beta (against Standard Index)
0.53
0.75
Mean Annual Return
7.53
0.45
R-squared (against Standard Index)
56
63.33
Standard Deviation
2.80
3.92
Sharpe Ratio
1.69
N/A
Treynor Ratio
9.57
N/A
5 Years
Statistic
SIBWX
Category
Alpha (against Standard Index)
1.36
-0.28
Beta (against Standard Index)
0.64
0.77
Mean Annual Return
5.74
0.36
R-squared (against Standard Index)
66
69.10
Standard Deviation
2.78
3.41
Sharpe Ratio
0.92
N/A
Treynor Ratio
4.27
N/A
10 Years
Statistic
SIBWX
Category
Alpha (against Standard Index)
0.86
-0.49
Beta (against Standard Index)
0.79
0.85
Mean Annual Return
6.50
0.44
R-squared (against Standard Index)
75
77.74
Standard Deviation
3.42
3.68
Sharpe Ratio
1.00
N/A
Treynor Ratio
4.48
N/A
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