Yahoo! FinanceFinance Home - My Yahoo - Yahoo! - Help 

Saturday, December 5, 2009, 1:44PM ET - U.S. Markets Closed. Dow Up 0.22% Nasdaq Up 0.98%
SAAT Defensive Strategy A (SNSAX)On Dec 4: 9.35  Down 0.01 (0.11%)  
MORE ON SNSAX
Quotes
Charts
News & Info
Fund
HereRisk
Analyst


Risk  As of 31-Oct-09Get 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
StatisticSNSAXCategory
Alpha (against Standard Index)-3.06-0.86
Beta (against Standard Index)0.190.74
Mean Annual Return-0.930.06
R-squared (against Standard Index)4886.33
Standard Deviation3.6010.51
Sharpe Ratio-0.91N/A
Treynor Ratio-17.57N/A
5 Years
StatisticSNSAXCategory
Alpha (against Standard Index)-1.73-1.44
Beta (against Standard Index)0.200.71
Mean Annual Return1.660.26
R-squared (against Standard Index)5084.96
Standard Deviation3.108.32
Sharpe Ratio-0.43N/A
Treynor Ratio-6.78N/A
10 Years
StatisticSNSAXCategory
Alpha (against Standard Index)N/A-1.02
Beta (against Standard Index)N/A0.71
Mean Annual ReturnN/A0.29
R-squared (against Standard Index)N/A78.75
Standard DeviationN/A8.01
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

Add to My Portfolio Add to Portfolio    Set Alert Set Alert    Email to a Friend Email to a Friend
Get Risk for Another Symbol: Symbol Lookup
Help with Risk StatisticsPlanning Center