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Sextant Short-Term Bond (STBFX)
On
Dec 24
:
5.05
0.01
(0.20%)
MORE ON STBFX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
5
Number of Years Down:
0
Best 1 Yr Total Return
(2007)
:
5.79%
Worst 1 Yr Total Return
(2004)
:
0.91%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
STBFX
Category
Alpha (against Standard Index)
0.47
-0.15
Beta (against Standard Index)
0.54
0.36
Mean Annual Return
4.95
0.30
R-squared (against Standard Index)
57
33.68
Standard Deviation
2.83
3.31
Sharpe Ratio
0.90
N/A
Treynor Ratio
5.02
N/A
5 Years
Statistic
STBFX
Category
Alpha (against Standard Index)
-0.22
-0.52
Beta (against Standard Index)
0.51
0.38
Mean Annual Return
4.03
0.28
R-squared (against Standard Index)
58
36.19
Standard Deviation
2.36
2.73
Sharpe Ratio
0.42
N/A
Treynor Ratio
2.06
N/A
10 Years
Statistic
STBFX
Category
Alpha (against Standard Index)
0.03
-0.19
Beta (against Standard Index)
0.47
0.43
Mean Annual Return
4.61
0.35
R-squared (against Standard Index)
63
45.24
Standard Deviation
2.23
2.61
Sharpe Ratio
0.73
N/A
Treynor Ratio
3.57
N/A
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