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SunAmerica International Equity A (SIEAX)
On
Dec 4
:
12.16
0.02
(0.16%)
MORE ON SIEAX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
21.91%
Worst 1 Yr Total Return
(2008)
:
-49.27%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SIEAX
Category
Alpha (against Standard Index)
-2.00
-0.52
Beta (against Standard Index)
1.07
1.01
Mean Annual Return
-7.96
-0.25
R-squared (against Standard Index)
95
96.20
Standard Deviation
26.21
24.79
Sharpe Ratio
-0.27
N/A
Treynor Ratio
-9.73
N/A
5 Years
Statistic
SIEAX
Category
Alpha (against Standard Index)
-1.17
-0.43
Beta (against Standard Index)
1.07
1.01
Mean Annual Return
3.72
0.55
R-squared (against Standard Index)
95
95.85
Standard Deviation
21.80
20.52
Sharpe Ratio
0.14
N/A
Treynor Ratio
0.65
N/A
10 Years
Statistic
SIEAX
Category
Alpha (against Standard Index)
-2.00
-0.03
Beta (against Standard Index)
1.07
1.01
Mean Annual Return
-0.31
0.31
R-squared (against Standard Index)
92
92.22
Standard Deviation
19.99
19.09
Sharpe Ratio
-0.06
N/A
Treynor Ratio
-3.09
N/A
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