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Schroder Intl Diversified Value Inv (SIDNX)
On
Dec 4
:
8.28
0.06
(0.72%)
MORE ON SIDNX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
1
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
10.71%
Worst 1 Yr Total Return
(2008)
:
-44.39%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SIDNX
Category
Alpha (against Standard Index)
6.03
-0.42
Beta (against Standard Index)
1.16
1.00
Mean Annual Return
-1.20
-0.24
R-squared (against Standard Index)
96
95.20
Standard Deviation
28.33
24.69
Sharpe Ratio
0.02
N/A
Treynor Ratio
-3.12
N/A
5 Years
Statistic
SIDNX
Category
Alpha (against Standard Index)
N/A
-0.74
Beta (against Standard Index)
N/A
1.00
Mean Annual Return
N/A
0.52
R-squared (against Standard Index)
N/A
94.71
Standard Deviation
N/A
20.34
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
10 Years
Statistic
SIDNX
Category
Alpha (against Standard Index)
N/A
2.15
Beta (against Standard Index)
N/A
0.98
Mean Annual Return
N/A
0.49
R-squared (against Standard Index)
N/A
91.79
Standard Deviation
N/A
18.42
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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