Finance Home
-
My Yahoo
-
Yahoo!
-
Help
Tuesday, December 1, 2009, 12:41AM ET - U.S. Markets open in 8 hours and 49 minutes.
Dow
0.34%
Nasdaq
0.29%
Home
Investing
Market Overview
Market Stats
Stocks
Mutual Funds
ETFs
Bonds
Options
Industries
Currencies
New!
Education
News & Opinion
Markets
Investing Ideas
Expert Advice
Special Editions
Company Finances
Providers
Personal Finance
Banking & Budgeting
Career & Work
College & Education
Family & Home
Insurance
Loans
Real Estate
Retirement
Taxes
How-to Guides
My Portfolios
Sign In to Create/Edit My Portfolios
Free trial of Real-Time Quotes
Tech Ticker
Get Quotes
Finance Search
SSgA Intermediate (SSINX)
On
Nov 30
:
8.75
0.00
(0.00%)
MORE ON SSINX
Quotes
Summary
Historical Prices
Charts
Interactive
Basic Chart
Basic Tech. Analysis
News & Info
Headlines
Message Board
Fund
Profile
Performance
Holdings
Risk
Purchase Info
Analyst
Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2006)
:
3.68%
Worst 1 Yr Total Return
(2007)
:
-5.18%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SSINX
Category
Alpha (against Standard Index)
-4.51
-1.72
Beta (against Standard Index)
0.70
1.02
Mean Annual Return
0.48
0.39
R-squared (against Standard Index)
40
59.27
Standard Deviation
4.30
5.93
Sharpe Ratio
-0.40
N/A
Treynor Ratio
-2.79
N/A
5 Years
Statistic
SSINX
Category
Alpha (against Standard Index)
-3.25
-1.05
Beta (against Standard Index)
0.69
0.98
Mean Annual Return
1.07
0.33
R-squared (against Standard Index)
46
61.87
Standard Deviation
3.61
4.88
Sharpe Ratio
-0.50
N/A
Treynor Ratio
-2.84
N/A
10 Years
Statistic
SSINX
Category
Alpha (against Standard Index)
-1.75
-0.65
Beta (against Standard Index)
0.81
0.96
Mean Annual Return
3.83
0.45
R-squared (against Standard Index)
68
71.12
Standard Deviation
3.68
4.47
Sharpe Ratio
0.24
N/A
Treynor Ratio
1.07
N/A
Add to Portfolio
Set Alert
Email to a Friend
Get
Risk
for Another Symbol:
Symbol Lookup
Help with Risk Statistics
Planning Center