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SAAT Aggressive Strategy A (SSGAX)
On
Nov 30
:
9.14
0.01
(0.11%)
MORE ON SSGAX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
15.73%
Worst 1 Yr Total Return
(2008)
:
-41.19%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SSGAX
Category
Alpha (against Standard Index)
-6.49
-2.88
Beta (against Standard Index)
1.55
1.08
Mean Annual Return
-7.65
-0.13
R-squared (against Standard Index)
96
93.44
Standard Deviation
20.84
14.69
Sharpe Ratio
-0.39
N/A
Treynor Ratio
-6.49
N/A
5 Years
Statistic
SSGAX
Category
Alpha (against Standard Index)
-4.14
-2.47
Beta (against Standard Index)
1.55
1.06
Mean Annual Return
0.70
0.23
R-squared (against Standard Index)
95
92.52
Standard Deviation
17.06
11.89
Sharpe Ratio
-0.05
N/A
Treynor Ratio
-1.50
N/A
10 Years
Statistic
SSGAX
Category
Alpha (against Standard Index)
N/A
-2.17
Beta (against Standard Index)
N/A
1.05
Mean Annual Return
N/A
0.26
R-squared (against Standard Index)
N/A
86.72
Standard Deviation
N/A
11.31
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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