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SAAT Moderate Strategy A (SMOAX)On Dec 1: 9.60  Up 0.05 (0.52%)  
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Risk  As of 31-Oct-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):12.06%
Worst 1 Yr Total Return (2008):-25.95%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticSMOAXCategory
Alpha (against Standard Index)-4.73-0.86
Beta (against Standard Index)0.890.74
Mean Annual Return-3.960.06
R-squared (against Standard Index)8986.33
Standard Deviation12.3810.51
Sharpe Ratio-0.46N/A
Treynor Ratio-7.17N/A
5 Years
StatisticSMOAXCategory
Alpha (against Standard Index)-3.07-1.44
Beta (against Standard Index)0.880.71
Mean Annual Return1.300.26
R-squared (against Standard Index)8984.96
Standard Deviation10.038.32
Sharpe Ratio-0.12N/A
Treynor Ratio-1.96N/A
10 Years
StatisticSMOAXCategory
Alpha (against Standard Index)N/A-1.02
Beta (against Standard Index)N/A0.71
Mean Annual ReturnN/A0.29
R-squared (against Standard Index)N/A78.75
Standard DeviationN/A8.01
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

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