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SunAmerica Focused Gr B (SSABX)
On
Dec 24
:
19.57
0.14
(0.72%)
MORE ON SSABX
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Risk
As of 30-Nov-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)
:
20.95%
Worst 1 Yr Total Return
(2008)
:
-48.13%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SSABX
Category
Alpha (against Standard Index)
2.29
2.20
Beta (against Standard Index)
1.11
0.99
Mean Annual Return
-5.24
-0.14
R-squared (against Standard Index)
81
88.76
Standard Deviation
24.46
21.04
Sharpe Ratio
-0.19
N/A
Treynor Ratio
-6.76
N/A
5 Years
Statistic
SSABX
Category
Alpha (against Standard Index)
1.76
0.80
Beta (against Standard Index)
1.12
1.01
Mean Annual Return
1.58
0.24
R-squared (against Standard Index)
79
86.59
Standard Deviation
20.29
17.50
Sharpe Ratio
0.04
N/A
Treynor Ratio
-1.25
N/A
10 Years
Statistic
SSABX
Category
Alpha (against Standard Index)
1.69
-0.13
Beta (against Standard Index)
1.11
1.04
Mean Annual Return
-0.58
0.05
R-squared (against Standard Index)
56
78.99
Standard Deviation
23.80
19.17
Sharpe Ratio
-0.03
N/A
Treynor Ratio
-3.17
N/A
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