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Wednesday, December 9, 2009, 6:14PM ET - U.S. Markets Closed. Dow Up 0.50% Nasdaq Up 0.49%
Saratoga International Equity B (SIEZX)On Dec 9: 9.49   0.00 (0.00%)  
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Risk  As of 31-Oct-09Get 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
StatisticSIEZXCategory
Alpha (against Standard Index)-4.15-0.52
Beta (against Standard Index)1.001.01
Mean Annual Return-9.28-0.25
R-squared (against Standard Index)9596.20
Standard Deviation24.6424.79
Sharpe Ratio-0.37N/A
Treynor Ratio-11.67N/A
5 Years
StatisticSIEZXCategory
Alpha (against Standard Index)-3.68-0.43
Beta (against Standard Index)1.011.01
Mean Annual Return1.190.55
R-squared (against Standard Index)9595.85
Standard Deviation20.5220.52
Sharpe Ratio0.02N/A
Treynor Ratio-1.82N/A
10 Years
StatisticSIEZXCategory
Alpha (against Standard Index)-4.20-0.03
Beta (against Standard Index)1.061.01
Mean Annual Return-2.470.31
R-squared (against Standard Index)9292.22
Standard Deviation19.8419.09
Sharpe Ratio-0.17N/A
Treynor Ratio-5.15N/A

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