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Sentinel Common Stock I (SICWX)
On
Jan 7
:
28.20
0.09
(0.32%)
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Number of Years Up:
0
Number of Years Down:
1
Best 1 Yr Total Return
(2008)
:
-35.18%
Worst 1 Yr Total Return
(2008)
:
-35.18%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SICWX
Category
Alpha (against Standard Index)
2.51
0.06
Beta (against Standard Index)
0.95
1.00
Mean Annual Return
-2.91
-0.33
R-squared (against Standard Index)
98
95.82
Standard Deviation
19.07
20.42
Sharpe Ratio
-0.18
N/A
Treynor Ratio
-5.46
N/A
5 Years
Statistic
SICWX
Category
Alpha (against Standard Index)
2.19
0.04
Beta (against Standard Index)
0.95
1.01
Mean Annual Return
3.10
0.17
R-squared (against Standard Index)
97
95.19
Standard Deviation
15.41
16.64
Sharpe Ratio
0.09
N/A
Treynor Ratio
0.12
N/A
10 Years
Statistic
SICWX
Category
Alpha (against Standard Index)
2.81
0.81
Beta (against Standard Index)
0.85
0.96
Mean Annual Return
2.81
0.14
R-squared (against Standard Index)
84
91.13
Standard Deviation
14.95
16.39
Sharpe Ratio
0.07
N/A
Treynor Ratio
-0.14
N/A
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