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SunAmerica Focused Small-Cap Value C (SSSTX)
On
Dec 2
:
11.42
0.17
(1.51%)
MORE ON SSSTX
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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:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2004)
:
20.33%
Worst 1 Yr Total Return
(2008)
:
-39.21%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SSSTX
Category
Alpha (against Standard Index)
-1.14
1.01
Beta (against Standard Index)
1.18
1.19
Mean Annual Return
-10.53
-0.48
R-squared (against Standard Index)
84
87.23
Standard Deviation
25.12
24.84
Sharpe Ratio
-0.41
N/A
Treynor Ratio
-10.98
N/A
5 Years
Statistic
SSSTX
Category
Alpha (against Standard Index)
-1.67
1.42
Beta (against Standard Index)
1.20
1.21
Mean Annual Return
-2.57
0.23
R-squared (against Standard Index)
82
84.16
Standard Deviation
21.07
21.07
Sharpe Ratio
-0.16
N/A
Treynor Ratio
-4.66
N/A
10 Years
Statistic
SSSTX
Category
Alpha (against Standard Index)
7.13
7.80
Beta (against Standard Index)
1.03
1.01
Mean Annual Return
5.68
0.68
R-squared (against Standard Index)
74
64.84
Standard Deviation
19.22
20.31
Sharpe Ratio
0.23
N/A
Treynor Ratio
2.64
N/A
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