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Saratoga International Equity B (SIEZX)
On
Dec 9
:
9.49
0.00
(0.00%)
MORE ON SIEZX
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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)
:
22.06%
Worst 1 Yr Total Return
(2008)
:
-46.78%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SIEZX
Category
Alpha (against Standard Index)
-4.15
-0.52
Beta (against Standard Index)
1.00
1.01
Mean Annual Return
-9.28
-0.25
R-squared (against Standard Index)
95
96.20
Standard Deviation
24.64
24.79
Sharpe Ratio
-0.37
N/A
Treynor Ratio
-11.67
N/A
5 Years
Statistic
SIEZX
Category
Alpha (against Standard Index)
-3.68
-0.43
Beta (against Standard Index)
1.01
1.01
Mean Annual Return
1.19
0.55
R-squared (against Standard Index)
95
95.85
Standard Deviation
20.52
20.52
Sharpe Ratio
0.02
N/A
Treynor Ratio
-1.82
N/A
10 Years
Statistic
SIEZX
Category
Alpha (against Standard Index)
-4.20
-0.03
Beta (against Standard Index)
1.06
1.01
Mean Annual Return
-2.47
0.31
R-squared (against Standard Index)
92
92.22
Standard Deviation
19.84
19.09
Sharpe Ratio
-0.17
N/A
Treynor Ratio
-5.15
N/A
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