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SAAT Market Growth Strategy A (SRWAX)
On
Dec 4
:
9.30
0.03
(0.32%)
MORE ON SRWAX
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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
(2006)
:
12.86%
Worst 1 Yr Total Return
(2008)
:
-33.45%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SRWAX
Category
Alpha (against Standard Index)
-4.57
-2.88
Beta (against Standard Index)
1.24
1.08
Mean Annual Return
-4.77
-0.13
R-squared (against Standard Index)
96
93.44
Standard Deviation
16.66
14.69
Sharpe Ratio
-0.35
N/A
Treynor Ratio
-5.79
N/A
5 Years
Statistic
SRWAX
Category
Alpha (against Standard Index)
-3.24
-2.47
Beta (against Standard Index)
1.23
1.06
Mean Annual Return
1.48
0.23
R-squared (against Standard Index)
96
92.52
Standard Deviation
13.55
11.89
Sharpe Ratio
-0.04
N/A
Treynor Ratio
-1.26
N/A
10 Years
Statistic
SRWAX
Category
Alpha (against Standard Index)
N/A
-2.17
Beta (against Standard Index)
N/A
1.05
Mean Annual Return
N/A
0.26
R-squared (against Standard Index)
N/A
86.72
Standard Deviation
N/A
11.31
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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