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Selected Special Shares S (SLSSX)
On
Jan 5
:
9.92
0.00
(0.00%)
MORE ON SLSSX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2006)
:
17.74%
Worst 1 Yr Total Return
(2008)
:
-44.72%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SLSSX
Category
Alpha (against Standard Index)
-1.11
2.20
Beta (against Standard Index)
1.06
0.99
Mean Annual Return
-7.65
-0.14
R-squared (against Standard Index)
91
88.76
Standard Deviation
22.06
21.04
Sharpe Ratio
-0.35
N/A
Treynor Ratio
-9.35
N/A
5 Years
Statistic
SLSSX
Category
Alpha (against Standard Index)
0.15
0.80
Beta (against Standard Index)
1.08
1.01
Mean Annual Return
0.39
0.24
R-squared (against Standard Index)
89
86.59
Standard Deviation
18.21
17.50
Sharpe Ratio
-0.05
N/A
Treynor Ratio
-2.42
N/A
10 Years
Statistic
SLSSX
Category
Alpha (against Standard Index)
2.72
-0.13
Beta (against Standard Index)
1.07
1.04
Mean Annual Return
1.56
0.05
R-squared (against Standard Index)
85
78.99
Standard Deviation
18.73
19.17
Sharpe Ratio
0.02
N/A
Treynor Ratio
-1.28
N/A
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