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Sentinel Mid Cap Growth A (SNTNX)
On
Dec 3
:
13.56
0.14
(1.02%)
MORE ON SNTNX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
21.41%
Worst 1 Yr Total Return
(2008)
:
-46.06%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SNTNX
Category
Alpha (against Standard Index)
1.41
3.31
Beta (against Standard Index)
1.08
1.09
Mean Annual Return
-7.11
-0.23
R-squared (against Standard Index)
82
84.23
Standard Deviation
23.33
23.37
Sharpe Ratio
-0.30
N/A
Treynor Ratio
-8.83
N/A
5 Years
Statistic
SNTNX
Category
Alpha (against Standard Index)
-0.72
2.25
Beta (against Standard Index)
1.11
1.13
Mean Annual Return
-1.26
0.31
R-squared (against Standard Index)
80
81.04
Standard Deviation
19.73
20.00
Sharpe Ratio
-0.11
N/A
Treynor Ratio
-3.87
N/A
10 Years
Statistic
SNTNX
Category
Alpha (against Standard Index)
3.55
4.42
Beta (against Standard Index)
1.23
1.13
Mean Annual Return
-0.42
0.37
R-squared (against Standard Index)
53
60.91
Standard Deviation
27.18
23.71
Sharpe Ratio
0.01
N/A
Treynor Ratio
-2.75
N/A
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