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SunAmerica Focused Small-Cap Value A (SSSAX)
On
Dec 4
:
12.72
0.10
(0.79%)
MORE ON SSSAX
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Research Reports
Risk
As of 31-Oct-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
(2004)
:
21.09%
Worst 1 Yr Total Return
(2008)
:
-38.79%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SSSAX
Category
Alpha (against Standard Index)
-0.44
1.01
Beta (against Standard Index)
1.18
1.19
Mean Annual Return
-9.94
-0.48
R-squared (against Standard Index)
84
87.23
Standard Deviation
25.19
24.84
Sharpe Ratio
-0.38
N/A
Treynor Ratio
-10.45
N/A
5 Years
Statistic
SSSAX
Category
Alpha (against Standard Index)
-0.98
1.42
Beta (against Standard Index)
1.21
1.21
Mean Annual Return
-1.91
0.23
R-squared (against Standard Index)
82
84.16
Standard Deviation
21.12
21.07
Sharpe Ratio
-0.12
N/A
Treynor Ratio
-4.10
N/A
10 Years
Statistic
SSSAX
Category
Alpha (against Standard Index)
7.79
7.80
Beta (against Standard Index)
1.03
1.01
Mean Annual Return
6.36
0.68
R-squared (against Standard Index)
74
64.84
Standard Deviation
19.25
20.31
Sharpe Ratio
0.27
N/A
Treynor Ratio
3.30
N/A
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