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Monday, December 7, 2009, 10:43PM ET - U.S. Markets Closed.
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Sentinel Small Company C (SSCOX)
On
Dec 7
:
5.53
0.02
(0.36%)
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Low
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
15.05%
Worst 1 Yr Total Return
(2008)
:
-32.79%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SSCOX
Category
Alpha (against Standard Index)
2.95
1.71
Beta (against Standard Index)
1.01
1.15
Mean Annual Return
-4.52
-0.40
R-squared (against Standard Index)
91
85.55
Standard Deviation
20.67
24.28
Sharpe Ratio
-0.23
N/A
Treynor Ratio
-6.87
N/A
5 Years
Statistic
SSCOX
Category
Alpha (against Standard Index)
2.49
1.12
Beta (against Standard Index)
1.05
1.19
Mean Annual Return
2.45
0.21
R-squared (against Standard Index)
87
81.02
Standard Deviation
17.87
21.15
Sharpe Ratio
0.06
N/A
Treynor Ratio
-0.55
N/A
10 Years
Statistic
SSCOX
Category
Alpha (against Standard Index)
9.26
5.25
Beta (against Standard Index)
0.91
1.18
Mean Annual Return
8.61
0.43
R-squared (against Standard Index)
68
56.73
Standard Deviation
17.65
25.52
Sharpe Ratio
0.39
N/A
Treynor Ratio
6.23
N/A
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