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Friday, December 4, 2009, 11:12PM ET - U.S. Markets Closed. Dow Up 0.22% Nasdaq Up 0.98%
SAAT Tax-Managed Aggressive Strategy A (SISAX)On Dec 4: 10.70  Up 0.05 (0.47%)  
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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):15.54%
Worst 1 Yr Total Return (2008):-40.06%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticSISAXCategory
Alpha (against Standard Index)0.880.38
Beta (against Standard Index)1.051.00
Mean Annual Return-6.80-0.41
R-squared (against Standard Index)9795.50
Standard Deviation20.8120.09
Sharpe Ratio-0.35N/A
Treynor Ratio-8.79N/A
5 Years
StatisticSISAXCategory
Alpha (against Standard Index)1.090.26
Beta (against Standard Index)1.051.01
Mean Annual Return1.160.16
R-squared (against Standard Index)9694.84
Standard Deviation17.0716.47
Sharpe Ratio-0.02N/A
Treynor Ratio-1.77N/A
10 Years
StatisticSISAXCategory
Alpha (against Standard Index)N/A0.84
Beta (against Standard Index)N/A0.97
Mean Annual ReturnN/A0.11
R-squared (against Standard Index)N/A91.16
Standard DeviationN/A16.35
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

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