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Thursday, December 10, 2009, 9:41PM ET - U.S. Markets Closed. Dow Up 0.67% Nasdaq Up 0.33%
Sit US Government Securities (SNGVX)On Dec 10: 11.14   0.00 (0.00%)  
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Risk  As of 31-Oct-09Get 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
StatisticSNGVXCategory
Alpha (against Standard Index)2.411.08
Beta (against Standard Index)0.420.37
Mean Annual Return6.600.41
R-squared (against Standard Index)5748.77
Standard Deviation2.212.20
Sharpe Ratio1.76N/A
Treynor Ratio9.88N/A
5 Years
StatisticSNGVXCategory
Alpha (against Standard Index)1.08-0.02
Beta (against Standard Index)0.470.39
Mean Annual Return5.100.31
R-squared (against Standard Index)6553.98
Standard Deviation2.041.94
Sharpe Ratio0.94N/A
Treynor Ratio4.43N/A
10 Years
StatisticSNGVXCategory
Alpha (against Standard Index)0.80-0.11
Beta (against Standard Index)0.450.46
Mean Annual Return5.300.36
R-squared (against Standard Index)7265.31
Standard Deviation2.012.21
Sharpe Ratio1.13N/A
Treynor Ratio5.20N/A

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