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SSgA Life Solutions Balanced R (SLBRX)
On
Dec 7
:
10.80
0.01
(0.09%)
MORE ON SLBRX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
2
Number of Years Down:
2
Best 1 Yr Total Return
(2006)
:
10.15%
Worst 1 Yr Total Return
(2008)
:
-22.25%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SLBRX
Category
Alpha (against Standard Index)
-5.27
-2.88
Beta (against Standard Index)
0.90
1.08
Mean Annual Return
-4.45
-0.13
R-squared (against Standard Index)
95
93.44
Standard Deviation
12.15
14.69
Sharpe Ratio
-0.51
N/A
Treynor Ratio
-7.62
N/A
5 Years
Statistic
SLBRX
Category
Alpha (against Standard Index)
-3.76
-2.47
Beta (against Standard Index)
0.92
1.06
Mean Annual Return
0.70
0.23
R-squared (against Standard Index)
95
92.52
Standard Deviation
10.13
11.89
Sharpe Ratio
-0.18
N/A
Treynor Ratio
-2.54
N/A
10 Years
Statistic
SLBRX
Category
Alpha (against Standard Index)
-3.19
-2.17
Beta (against Standard Index)
0.98
1.05
Mean Annual Return
1.43
0.26
R-squared (against Standard Index)
93
86.72
Standard Deviation
10.08
11.31
Sharpe Ratio
-0.10
N/A
Treynor Ratio
-1.56
N/A
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