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SAAT Defensive Strategy A (SNSAX)
On
Dec 4
:
9.35
0.01
(0.11%)
MORE ON SNSAX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Low
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
8.09%
Worst 1 Yr Total Return
(2008)
:
-8.31%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SNSAX
Category
Alpha (against Standard Index)
-3.06
-0.86
Beta (against Standard Index)
0.19
0.74
Mean Annual Return
-0.93
0.06
R-squared (against Standard Index)
48
86.33
Standard Deviation
3.60
10.51
Sharpe Ratio
-0.91
N/A
Treynor Ratio
-17.57
N/A
5 Years
Statistic
SNSAX
Category
Alpha (against Standard Index)
-1.73
-1.44
Beta (against Standard Index)
0.20
0.71
Mean Annual Return
1.66
0.26
R-squared (against Standard Index)
50
84.96
Standard Deviation
3.10
8.32
Sharpe Ratio
-0.43
N/A
Treynor Ratio
-6.78
N/A
10 Years
Statistic
SNSAX
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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