Finance Home
-
My Yahoo
-
Yahoo!
-
Help
Wednesday, December 2, 2009, 1:05AM ET - U.S. Markets open in 8 hours and 25 minutes.
Dow
1.23%
Nasdaq
1.46%
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 Common Stock B (SNCBX)
On
Dec 1
:
26.79
0.36
(1.36%)
MORE ON SNCBX
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 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
14.91%
Worst 1 Yr Total Return
(2008)
:
-36.18%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SNCBX
Category
Alpha (against Standard Index)
1.24
0.38
Beta (against Standard Index)
0.95
1.00
Mean Annual Return
-5.33
-0.41
R-squared (against Standard Index)
97
95.50
Standard Deviation
18.80
20.09
Sharpe Ratio
-0.32
N/A
Treynor Ratio
-8.16
N/A
5 Years
Statistic
SNCBX
Category
Alpha (against Standard Index)
1.04
0.26
Beta (against Standard Index)
0.95
1.01
Mean Annual Return
1.56
0.16
R-squared (against Standard Index)
97
94.84
Standard Deviation
15.32
16.47
Sharpe Ratio
-0.02
N/A
Treynor Ratio
-1.54
N/A
10 Years
Statistic
SNCBX
Category
Alpha (against Standard Index)
1.40
0.84
Beta (against Standard Index)
0.84
0.97
Mean Annual Return
1.07
0.11
R-squared (against Standard Index)
83
91.16
Standard Deviation
14.85
16.35
Sharpe Ratio
-0.05
N/A
Treynor Ratio
-2.26
N/A
Add to Portfolio
Set Alert
Email to a Friend
Get
Risk
for Another Symbol:
Symbol Lookup
Help with Risk Statistics
Planning Center