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    Selected American Shares S (SLASX)

    44.65 Down 0.26(0.58%) Mar 4

    Risk as of Feb 27, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up38
    Number of Years Down15
    Best 1 Yr Total Return(Dec 30, 2013):33.16%
    Worst 1 Yr Total Return(Dec 30, 2008):-39.44%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticSLASXCategory
    Alpha (against Standard Index)-3.57-1.50
    Beta (against Standard Index)1.051.01
    Mean Annual Return1.201.28
    R-squared (against Standard Index)92.3592.42
    Standard Deviation10.379.81
    Sharpe Ratio1.381.56
    Treynor Ratio14.0115.73
    5 Years
    StatisticSLASXCategory
    Alpha (against Standard Index)-3.52-1.74
    Beta (against Standard Index)1.011.02
    Mean Annual Return1.051.17
    R-squared (against Standard Index)95.9295.61
    Standard Deviation13.4913.58
    Sharpe Ratio0.931.04
    Treynor Ratio12.1413.66
    10 Years
    StatisticSLASXCategory
    Alpha (against Standard Index)-1.80-0.62
    Beta (against Standard Index)1.051.01
    Mean Annual Return0.610.66
    R-squared (against Standard Index)95.6694.89
    Standard Deviation15.8415.26
    Sharpe Ratio0.370.42
    Treynor Ratio4.595.43