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RidgeWorth Limited-Term Federal I (SLMTX)
On
Dec 14
:
10.38
0.01
(0.10%)
MORE ON SLMTX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
5
Number of Years Down:
0
Best 1 Yr Total Return
(2008)
:
6.35%
Worst 1 Yr Total Return
(2005)
:
1.55%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SLMTX
Category
Alpha (against Standard Index)
1.66
1.19
Beta (against Standard Index)
0.58
0.36
Mean Annual Return
6.38
0.41
R-squared (against Standard Index)
66
48.79
Standard Deviation
2.79
2.18
Sharpe Ratio
1.35
N/A
Treynor Ratio
7.13
N/A
5 Years
Statistic
SLMTX
Category
Alpha (against Standard Index)
0.62
0.08
Beta (against Standard Index)
0.55
0.38
Mean Annual Return
5.02
0.33
R-squared (against Standard Index)
66
53.07
Standard Deviation
2.33
1.90
Sharpe Ratio
0.80
N/A
Treynor Ratio
3.69
N/A
10 Years
Statistic
SLMTX
Category
Alpha (against Standard Index)
0.14
-0.10
Beta (against Standard Index)
0.59
0.48
Mean Annual Return
5.16
0.37
R-squared (against Standard Index)
78
65.12
Standard Deviation
2.52
2.29
Sharpe Ratio
0.86
N/A
Treynor Ratio
3.76
N/A
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