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Saratoga Large Capitalization Growth A (SLGYX)
On
Dec 17
:
13.48
0.17
(1.25%)
MORE ON SLGYX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
1
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
36.82%
Worst 1 Yr Total Return
(2008)
:
-50.98%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SLGYX
Category
Alpha (against Standard Index)
2.69
2.20
Beta (against Standard Index)
1.04
0.99
Mean Annual Return
-4.53
-0.14
R-squared (against Standard Index)
69
88.76
Standard Deviation
24.75
21.04
Sharpe Ratio
-0.15
N/A
Treynor Ratio
-6.56
N/A
5 Years
Statistic
SLGYX
Category
Alpha (against Standard Index)
0.64
0.80
Beta (against Standard Index)
1.07
1.01
Mean Annual Return
0.31
0.24
R-squared (against Standard Index)
66
86.59
Standard Deviation
21.12
17.50
Sharpe Ratio
-0.02
N/A
Treynor Ratio
-2.51
N/A
10 Years
Statistic
SLGYX
Category
Alpha (against Standard Index)
-4.27
-0.13
Beta (against Standard Index)
1.17
1.04
Mean Annual Return
-6.14
0.05
R-squared (against Standard Index)
74
78.99
Standard Deviation
21.92
19.17
Sharpe Ratio
-0.31
N/A
Treynor Ratio
-7.79
N/A
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