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Seligman Capital B (SLCBX)
On
Dec 8
:
15.45
0.14
(0.90%)
MORE ON SLCBX
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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
(2007)
:
14.92%
Worst 1 Yr Total Return
(2008)
:
-48.86%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SLCBX
Category
Alpha (against Standard Index)
3.07
3.31
Beta (against Standard Index)
1.16
1.09
Mean Annual Return
-6.72
-0.23
R-squared (against Standard Index)
78
84.23
Standard Deviation
25.71
23.37
Sharpe Ratio
-0.23
N/A
Treynor Ratio
-7.85
N/A
5 Years
Statistic
SLCBX
Category
Alpha (against Standard Index)
0.54
2.25
Beta (against Standard Index)
1.18
1.13
Mean Annual Return
-0.39
0.31
R-squared (against Standard Index)
77
81.04
Standard Deviation
21.20
20.00
Sharpe Ratio
-0.05
N/A
Treynor Ratio
-2.91
N/A
10 Years
Statistic
SLCBX
Category
Alpha (against Standard Index)
4.05
4.42
Beta (against Standard Index)
1.27
1.13
Mean Annual Return
0.22
0.37
R-squared (against Standard Index)
60
60.91
Standard Deviation
26.38
23.71
Sharpe Ratio
0.03
N/A
Treynor Ratio
-2.16
N/A
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