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SunAmerica Focused Large Cap Gr Z (SSFZX)
On
Jan 7
:
17.59
0.03
(0.17%)
MORE ON SSFZX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
16.80%
Worst 1 Yr Total Return
(2008)
:
-44.02%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SSFZX
Category
Alpha (against Standard Index)
1.22
2.20
Beta (against Standard Index)
0.97
0.99
Mean Annual Return
-4.64
-0.14
R-squared (against Standard Index)
86
88.76
Standard Deviation
20.76
21.04
Sharpe Ratio
-0.23
N/A
Treynor Ratio
-7.13
N/A
5 Years
Statistic
SSFZX
Category
Alpha (against Standard Index)
-0.63
0.80
Beta (against Standard Index)
1.01
1.01
Mean Annual Return
-0.24
0.24
R-squared (against Standard Index)
81
86.59
Standard Deviation
17.86
17.50
Sharpe Ratio
-0.09
N/A
Treynor Ratio
-3.21
N/A
10 Years
Statistic
SSFZX
Category
Alpha (against Standard Index)
-0.64
-0.13
Beta (against Standard Index)
1.01
1.04
Mean Annual Return
-1.74
0.05
R-squared (against Standard Index)
72
78.99
Standard Deviation
19.23
19.17
Sharpe Ratio
-0.15
N/A
Treynor Ratio
-4.64
N/A
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