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Selected American Shares S (SLASX)
On
Nov 27
:
36.53
0.71
(1.91%)
MORE ON SLASX
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Risk
As of 31-Oct-09
Get
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)
:
15.19%
Worst 1 Yr Total Return
(2008)
:
-39.44%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SLASX
Category
Alpha (against Standard Index)
1.59
0.38
Beta (against Standard Index)
1.12
1.00
Mean Annual Return
-6.93
-0.41
R-squared (against Standard Index)
97
95.50
Standard Deviation
22.28
20.09
Sharpe Ratio
-0.32
N/A
Treynor Ratio
-8.32
N/A
5 Years
Statistic
SLASX
Category
Alpha (against Standard Index)
1.05
0.26
Beta (against Standard Index)
1.09
1.01
Mean Annual Return
0.97
0.16
R-squared (against Standard Index)
95
94.84
Standard Deviation
17.76
16.47
Sharpe Ratio
-0.02
N/A
Treynor Ratio
-1.89
N/A
10 Years
Statistic
SLASX
Category
Alpha (against Standard Index)
2.88
0.84
Beta (against Standard Index)
0.96
0.97
Mean Annual Return
2.06
0.11
R-squared (against Standard Index)
90
91.16
Standard Deviation
16.17
16.35
Sharpe Ratio
0.03
N/A
Treynor Ratio
-0.96
N/A
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