Finance Home - My Yahoo - Yahoo! - Help

Monday, December 7, 2009, 8:33AM ET - U.S. Markets open in 57 mins.. Dow  0.22% Nasdaq  0.00%

Saratoga Energy & Basic Materials B (SPEBX)

On Dec 4: 9.99   0.07 (0.70%)

MORE ON SPEBX

Quotes Summary Historical Prices Charts Interactive Basic Chart Basic Tech. Analysis News & Info Headlines Message Board Fund Profile Performance Holdings Risk Purchase Info Analyst Research Reports

Risk  As of 31-Oct-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Average Number of Years Up: 4 Number of Years Down: 1 Best 1 Yr Total Return (2005): 39.34% Worst 1 Yr Total Return (2008): -48.22% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic SPEBX Category Alpha (against Standard Index) 8.12 12.65 Beta (against Standard Index) 1.20 1.24 Mean Annual Return -3.40 0.45 R-squared (against Standard Index) 60 51.33 Standard Deviation 30.13 34.18 Sharpe Ratio -0.04 N/A Treynor Ratio -4.86 N/A 5 Years Statistic SPEBX Category Alpha (against Standard Index) 9.09 13.19 Beta (against Standard Index) 1.23 1.23 Mean Annual Return 6.75 1.21 R-squared (against Standard Index) 51 42.80 Standard Deviation 27.36 30.15 Sharpe Ratio 0.27 N/A Treynor Ratio 3.02 N/A 10 Years Statistic SPEBX Category Alpha (against Standard Index) 10.61 15.54 Beta (against Standard Index) 1.00 1.01 Mean Annual Return 7.65 1.32 R-squared (against Standard Index) 35 34.15 Standard Deviation 26.85 28.10 Sharpe Ratio 0.30 N/A Treynor Ratio 4.70 N/A
Add to Portfolio     Set Alert     Email to a Friend Get Risk for Another Symbol: Symbol Lookup • Help with Risk Statistics • Planning Center