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Sentinel Short Maturity Govt S (SSSGX)
On
Dec 4
:
9.30
0.01
(0.11%)
MORE ON SSSGX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Low
Number of Years Up:
3
Number of Years Down:
0
Best 1 Yr Total Return
(2007)
:
5.16%
Worst 1 Yr Total Return
(2006)
:
3.20%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SSSGX
Category
Alpha (against Standard Index)
1.69
1.08
Beta (against Standard Index)
0.19
0.37
Mean Annual Return
4.92
0.41
R-squared (against Standard Index)
38
48.77
Standard Deviation
1.10
2.20
Sharpe Ratio
1.89
N/A
Treynor Ratio
13.04
N/A
5 Years
Statistic
SSSGX
Category
Alpha (against Standard Index)
0.18
-0.02
Beta (against Standard Index)
0.25
0.39
Mean Annual Return
3.72
0.31
R-squared (against Standard Index)
47
53.98
Standard Deviation
1.18
1.94
Sharpe Ratio
0.51
N/A
Treynor Ratio
2.78
N/A
10 Years
Statistic
SSSGX
Category
Alpha (against Standard Index)
0.09
-0.11
Beta (against Standard Index)
0.30
0.46
Mean Annual Return
4.07
0.36
R-squared (against Standard Index)
55
65.31
Standard Deviation
1.52
2.21
Sharpe Ratio
0.70
N/A
Treynor Ratio
3.64
N/A
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