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Saturday, December 26, 2009, 10:38AM ET - U.S. Markets Closed. Dow Up 0.51% Nasdaq Up 0.71%
SAAT Market Growth Strategy I (SMGSX)On Dec 24: 9.32  Up 0.03 (0.32%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Above average
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2006):13.30%
Worst 1 Yr Total Return (2008):-33.67%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticSMGSXCategory
Alpha (against Standard Index)-5.03-2.96
Beta (against Standard Index)1.241.07
Mean Annual Return-4.56-0.09
R-squared (against Standard Index)9693.10
Standard Deviation16.7614.78
Sharpe Ratio-0.33N/A
Treynor Ratio-5.53N/A
5 Years
StatisticSMGSXCategory
Alpha (against Standard Index)-3.50-2.53
Beta (against Standard Index)1.231.06
Mean Annual Return1.400.24
R-squared (against Standard Index)9592.17
Standard Deviation13.5411.94
Sharpe Ratio-0.05N/A
Treynor Ratio-1.30N/A
10 Years
StatisticSMGSXCategory
Alpha (against Standard Index)N/A-2.27
Beta (against Standard Index)N/A1.06
Mean Annual ReturnN/A0.27
R-squared (against Standard Index)N/A86.88
Standard DeviationN/A11.38
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

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