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Sentinel Short Maturity Govt A (SSIGX)
On
Dec 4
:
9.29
0.02
(0.21%)
MORE ON SSIGX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
5
Number of Years Down:
0
Best 1 Yr Total Return
(2007)
:
5.69%
Worst 1 Yr Total Return
(2005)
:
1.22%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SSIGX
Category
Alpha (against Standard Index)
2.11
1.08
Beta (against Standard Index)
0.21
0.37
Mean Annual Return
5.45
0.41
R-squared (against Standard Index)
43
48.77
Standard Deviation
1.16
2.20
Sharpe Ratio
2.22
N/A
Treynor Ratio
14.30
N/A
5 Years
Statistic
SSIGX
Category
Alpha (against Standard Index)
0.61
-0.02
Beta (against Standard Index)
0.27
0.39
Mean Annual Return
4.19
0.31
R-squared (against Standard Index)
50
53.98
Standard Deviation
1.22
1.94
Sharpe Ratio
0.83
N/A
Treynor Ratio
4.43
N/A
10 Years
Statistic
SSIGX
Category
Alpha (against Standard Index)
0.54
-0.11
Beta (against Standard Index)
0.31
0.46
Mean Annual Return
4.57
0.36
R-squared (against Standard Index)
57
65.31
Standard Deviation
1.53
2.21
Sharpe Ratio
1.00
N/A
Treynor Ratio
5.16
N/A
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