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Wednesday, December 23, 2009, 7:26PM ET - U.S. Markets Closed.
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Sentinel Growth Leaders I (SIGLX)
On
Dec 23
:
10.56
0.07
(0.67%)
MORE ON SIGLX
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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)
:
-35.46%
Worst 1 Yr Total Return
(2008)
:
-35.46%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SIGLX
Category
Alpha (against Standard Index)
3.60
2.20
Beta (against Standard Index)
0.85
0.99
Mean Annual Return
-1.21
-0.14
R-squared (against Standard Index)
79
88.76
Standard Deviation
18.94
21.04
Sharpe Ratio
-0.09
N/A
Treynor Ratio
-4.11
N/A
5 Years
Statistic
SIGLX
Category
Alpha (against Standard Index)
1.75
0.80
Beta (against Standard Index)
0.89
1.01
Mean Annual Return
2.52
0.24
R-squared (against Standard Index)
74
86.59
Standard Deviation
16.52
17.50
Sharpe Ratio
0.06
N/A
Treynor Ratio
-0.52
N/A
10 Years
Statistic
SIGLX
Category
Alpha (against Standard Index)
0.25
-0.13
Beta (against Standard Index)
0.82
1.04
Mean Annual Return
-0.03
0.05
R-squared (against Standard Index)
63
78.99
Standard Deviation
16.79
19.17
Sharpe Ratio
-0.09
N/A
Treynor Ratio
-3.59
N/A
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