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Thursday, December 24, 2009, 11:59AM ET - U.S. Markets close early today in 1 hour and 1 minute for Christmas Eve. Dow Up 0.43% Nasdaq Up 0.59%
SAAT Core Market Strategy A (SOKAX)On Dec 23: 9.42  Up 0.02 (0.21%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Above average
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2006):10.06%
Worst 1 Yr Total Return (2008):-25.26%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticSOKAXCategory
Alpha (against Standard Index)-2.77-0.95
Beta (against Standard Index)0.920.74
Mean Annual Return-1.650.09
R-squared (against Standard Index)9487.00
Standard Deviation12.6210.61
Sharpe Ratio-0.25N/A
Treynor Ratio-4.24N/A
5 Years
StatisticSOKAXCategory
Alpha (against Standard Index)-2.28-1.38
Beta (against Standard Index)0.910.71
Mean Annual Return2.310.27
R-squared (against Standard Index)9485.46
Standard Deviation10.148.33
Sharpe Ratio-0.01N/A
Treynor Ratio-0.74N/A
10 Years
StatisticSOKAXCategory
Alpha (against Standard Index)N/A-0.99
Beta (against Standard Index)N/A0.72
Mean Annual ReturnN/A0.31
R-squared (against Standard Index)N/A80.09
Standard DeviationN/A8.09
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

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