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SAAT Moderate Strategy A (SMOAX)
On
Dec 1
:
9.60
0.05
(0.52%)
MORE ON SMOAX
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Risk
As of 31-Oct-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
(2006)
:
12.06%
Worst 1 Yr Total Return
(2008)
:
-25.95%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SMOAX
Category
Alpha (against Standard Index)
-4.73
-0.86
Beta (against Standard Index)
0.89
0.74
Mean Annual Return
-3.96
0.06
R-squared (against Standard Index)
89
86.33
Standard Deviation
12.38
10.51
Sharpe Ratio
-0.46
N/A
Treynor Ratio
-7.17
N/A
5 Years
Statistic
SMOAX
Category
Alpha (against Standard Index)
-3.07
-1.44
Beta (against Standard Index)
0.88
0.71
Mean Annual Return
1.30
0.26
R-squared (against Standard Index)
89
84.96
Standard Deviation
10.03
8.32
Sharpe Ratio
-0.12
N/A
Treynor Ratio
-1.96
N/A
10 Years
Statistic
SMOAX
Category
Alpha (against Standard Index)
N/A
-1.02
Beta (against Standard Index)
N/A
0.71
Mean Annual Return
N/A
0.29
R-squared (against Standard Index)
N/A
78.75
Standard Deviation
N/A
8.01
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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