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Thursday, December 10, 2009, 9:41PM ET - U.S. Markets Closed.
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Sit US Government Securities (SNGVX)
On
Dec 10
:
11.14
0.00
(0.00%)
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
5
Number of Years Down:
0
Best 1 Yr Total Return
(2007)
:
6.83%
Worst 1 Yr Total Return
(2005)
:
2.44%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SNGVX
Category
Alpha (against Standard Index)
2.41
1.08
Beta (against Standard Index)
0.42
0.37
Mean Annual Return
6.60
0.41
R-squared (against Standard Index)
57
48.77
Standard Deviation
2.21
2.20
Sharpe Ratio
1.76
N/A
Treynor Ratio
9.88
N/A
5 Years
Statistic
SNGVX
Category
Alpha (against Standard Index)
1.08
-0.02
Beta (against Standard Index)
0.47
0.39
Mean Annual Return
5.10
0.31
R-squared (against Standard Index)
65
53.98
Standard Deviation
2.04
1.94
Sharpe Ratio
0.94
N/A
Treynor Ratio
4.43
N/A
10 Years
Statistic
SNGVX
Category
Alpha (against Standard Index)
0.80
-0.11
Beta (against Standard Index)
0.45
0.46
Mean Annual Return
5.30
0.36
R-squared (against Standard Index)
72
65.31
Standard Deviation
2.01
2.21
Sharpe Ratio
1.13
N/A
Treynor Ratio
5.20
N/A
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