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Saratoga Small Capitalization A (SSCYX)
On
Dec 21
:
7.02
0.14
(2.03%)
MORE ON SSCYX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Low
Number of Years Up:
1
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
2.68%
Worst 1 Yr Total Return
(2008)
:
-26.70%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SSCYX
Category
Alpha (against Standard Index)
1.77
-0.27
Beta (against Standard Index)
0.99
1.17
Mean Annual Return
-4.28
-0.44
R-squared (against Standard Index)
87
84.58
Standard Deviation
21.10
25.23
Sharpe Ratio
-0.21
N/A
Treynor Ratio
-6.59
N/A
5 Years
Statistic
SSCYX
Category
Alpha (against Standard Index)
0.82
0.26
Beta (against Standard Index)
1.02
1.19
Mean Annual Return
1.22
0.18
R-squared (against Standard Index)
83
81.92
Standard Deviation
17.90
21.20
Sharpe Ratio
-0.01
N/A
Treynor Ratio
-1.74
N/A
10 Years
Statistic
SSCYX
Category
Alpha (against Standard Index)
8.27
8.93
Beta (against Standard Index)
0.90
0.95
Mean Annual Return
7.90
0.82
R-squared (against Standard Index)
67
64.94
Standard Deviation
17.85
19.09
Sharpe Ratio
0.36
N/A
Treynor Ratio
5.52
N/A
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