Yahoo! FinanceFinance Home - My Yahoo - Yahoo! - Help 

Wednesday, December 23, 2009, 7:26PM ET - U.S. Markets Closed. Dow Up 0.01% Nasdaq Up 0.75%
Sentinel Growth Leaders I (SIGLX)On Dec 23: 10.56  Up 0.07 (0.67%)  
MORE ON SIGLX
Quotes
Charts
News & Info
Fund
HereRisk
Analyst


Risk  As of 30-Nov-09Get 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
StatisticSIGLXCategory
Alpha (against Standard Index)3.602.20
Beta (against Standard Index)0.850.99
Mean Annual Return-1.21-0.14
R-squared (against Standard Index)7988.76
Standard Deviation18.9421.04
Sharpe Ratio-0.09N/A
Treynor Ratio-4.11N/A
5 Years
StatisticSIGLXCategory
Alpha (against Standard Index)1.750.80
Beta (against Standard Index)0.891.01
Mean Annual Return2.520.24
R-squared (against Standard Index)7486.59
Standard Deviation16.5217.50
Sharpe Ratio0.06N/A
Treynor Ratio-0.52N/A
10 Years
StatisticSIGLXCategory
Alpha (against Standard Index)0.25-0.13
Beta (against Standard Index)0.821.04
Mean Annual Return-0.030.05
R-squared (against Standard Index)6378.99
Standard Deviation16.7919.17
Sharpe Ratio-0.09N/A
Treynor Ratio-3.59N/A

Add to My Portfolio Add to Portfolio    Set Alert Set Alert    Email to a Friend Email to a Friend
Get Risk for Another Symbol: Symbol Lookup
Help with Risk StatisticsPlanning Center