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Sunday, December 27, 2009, 5:12PM ET - U.S. Markets Closed. Dow  0.51% Nasdaq  0.71%

SAAT Moderate Strategy I (SMSIX)

On Dec 24: 9.82   0.02 (0.20%)

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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 (2004): 12.32% Worst 1 Yr Total Return (2008): -26.20% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic SMSIX Category Alpha (against Standard Index) -5.14 -0.95 Beta (against Standard Index) 0.89 0.74 Mean Annual Return -3.92 0.09 R-squared (against Standard Index) 89 87.00 Standard Deviation 12.43 10.61 Sharpe Ratio -0.44 N/A Treynor Ratio -7.00 N/A 5 Years Statistic SMSIX Category Alpha (against Standard Index) -3.15 -1.38 Beta (against Standard Index) 0.88 0.71 Mean Annual Return 1.35 0.27 R-squared (against Standard Index) 89 85.46 Standard Deviation 10.05 8.33 Sharpe Ratio -0.11 N/A Treynor Ratio -1.88 N/A 10 Years Statistic SMSIX Category Alpha (against Standard Index) N/A -0.99 Beta (against Standard Index) N/A 0.72 Mean Annual Return N/A 0.31 R-squared (against Standard Index) N/A 80.09 Standard Deviation N/A 8.09 Sharpe Ratio N/A N/A Treynor Ratio N/A N/A
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