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Sextant Growth (SSGFX)
On
Dec 29
:
16.78
0.05
(0.30%)
MORE ON SSGFX
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Research Reports
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
(2005)
:
18.63%
Worst 1 Yr Total Return
(2008)
:
-31.93%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SSGFX
Category
Alpha (against Standard Index)
-0.06
2.20
Beta (against Standard Index)
0.81
0.99
Mean Annual Return
-4.16
-0.14
R-squared (against Standard Index)
90
88.76
Standard Deviation
16.89
21.04
Sharpe Ratio
-0.30
N/A
Treynor Ratio
-7.98
N/A
5 Years
Statistic
SSGFX
Category
Alpha (against Standard Index)
2.10
0.80
Beta (against Standard Index)
0.85
1.01
Mean Annual Return
3.21
0.24
R-squared (against Standard Index)
86
86.59
Standard Deviation
14.75
17.50
Sharpe Ratio
0.09
N/A
Treynor Ratio
0.26
N/A
10 Years
Statistic
SSGFX
Category
Alpha (against Standard Index)
4.30
-0.13
Beta (against Standard Index)
0.93
1.04
Mean Annual Return
3.48
0.05
R-squared (against Standard Index)
62
78.99
Standard Deviation
18.99
19.17
Sharpe Ratio
0.12
N/A
Treynor Ratio
0.60
N/A
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