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Saratoga Small Capitalization I (SSCPX)

On Jan 6: 7.28   0.04 (0.55%)

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Risk  As of 30-Nov-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Below average Number of Years Up: 4 Number of Years Down: 1 Best 1 Yr Total Return (2004): 20.39% Worst 1 Yr Total Return (2008): -26.35% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic SSCPX Category Alpha (against Standard Index) 2.12 -0.27 Beta (against Standard Index) 1.00 1.17 Mean Annual Return -3.96 -0.44 R-squared (against Standard Index) 87 84.58 Standard Deviation 21.14 25.23 Sharpe Ratio -0.19 N/A Treynor Ratio -6.27 N/A 5 Years Statistic SSCPX Category Alpha (against Standard Index) 1.18 0.26 Beta (against Standard Index) 1.02 1.19 Mean Annual Return 1.58 0.18 R-squared (against Standard Index) 83 81.92 Standard Deviation 17.94 21.20 Sharpe Ratio 0.01 N/A Treynor Ratio -1.39 N/A 10 Years Statistic SSCPX Category Alpha (against Standard Index) 8.65 8.93 Beta (against Standard Index) 0.90 0.95 Mean Annual Return 8.31 0.82 R-squared (against Standard Index) 67 64.94 Standard Deviation 17.87 19.09 Sharpe Ratio 0.38 N/A Treynor Ratio 5.96 N/A
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