Finance Home
-
My Yahoo
-
Yahoo!
-
Help
Sunday, December 27, 2009, 8:44PM ET - U.S. Markets Closed.
Dow
0.51%
Nasdaq
0.71%
Home
Investing
Market Overview
Market Stats
Stocks
Mutual Funds
ETFs
Bonds
Options
Industries
Currencies
New!
Education
News & Opinion
Markets
Investing Ideas
Expert Advice
Special Editions
Company Finances
Providers
Personal Finance
Banking & Budgeting
Career & Work
College & Education
Family & Home
Insurance
Loans
Real Estate
Retirement
Taxes
How-to Guides
My Portfolios
Sign In to Create/Edit My Portfolios
Free trial of Real-Time Quotes
Tech Ticker
Get Quotes
Finance Search
Sentinel Mid Cap Growth B (SMGBX)
On
Dec 24
:
12.31
0.06
(0.49%)
MORE ON SMGBX
Quotes
Summary
Historical Prices
Charts
Interactive
Basic Chart
Basic Tech. Analysis
News & Info
Headlines
Message Board
Fund
Profile
Performance
Holdings
Risk
Purchase Info
Analyst
Research Reports
Risk
As of 30-Nov-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)
:
19.99%
Worst 1 Yr Total Return
(2008)
:
-46.82%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SMGBX
Category
Alpha (against Standard Index)
-1.99
2.05
Beta (against Standard Index)
1.05
1.08
Mean Annual Return
-8.72
-0.20
R-squared (against Standard Index)
81
84.21
Standard Deviation
23.24
23.41
Sharpe Ratio
-0.37
N/A
Treynor Ratio
-10.45
N/A
5 Years
Statistic
SMGBX
Category
Alpha (against Standard Index)
-3.35
1.56
Beta (against Standard Index)
1.08
1.11
Mean Annual Return
-3.33
0.29
R-squared (against Standard Index)
79
80.86
Standard Deviation
19.48
19.91
Sharpe Ratio
-0.22
N/A
Treynor Ratio
-5.86
N/A
10 Years
Statistic
SMGBX
Category
Alpha (against Standard Index)
1.41
3.33
Beta (against Standard Index)
1.22
1.11
Mean Annual Return
-1.99
0.32
R-squared (against Standard Index)
53
61.70
Standard Deviation
27.09
23.38
Sharpe Ratio
-0.04
N/A
Treynor Ratio
-4.04
N/A
Add to Portfolio
Set Alert
Email to a Friend
Get
Risk
for Another Symbol:
Symbol Lookup
Help with Risk Statistics
Planning Center