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SunAmerica Tax-Exempt Insured A (STEAX)
On
Dec 1
:
12.65
0.04
(0.32%)
MORE ON STEAX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
3.95%
Worst 1 Yr Total Return
(2008)
:
-0.55%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
STEAX
Category
Alpha (against Standard Index)
-0.67
-2.27
Beta (against Standard Index)
0.90
1.17
Mean Annual Return
3.32
0.19
R-squared (against Standard Index)
95
87.41
Standard Deviation
5.52
7.66
Sharpe Ratio
0.18
N/A
Treynor Ratio
1.00
N/A
5 Years
Statistic
STEAX
Category
Alpha (against Standard Index)
-0.81
-1.38
Beta (against Standard Index)
0.92
1.15
Mean Annual Return
3.23
0.25
R-squared (against Standard Index)
95
87.57
Standard Deviation
4.61
6.17
Sharpe Ratio
0.07
N/A
Treynor Ratio
0.23
N/A
10 Years
Statistic
STEAX
Category
Alpha (against Standard Index)
-0.85
-1.30
Beta (against Standard Index)
1.00
1.11
Mean Annual Return
4.76
0.39
R-squared (against Standard Index)
95
88.63
Standard Deviation
4.77
5.59
Sharpe Ratio
0.38
N/A
Treynor Ratio
1.79
N/A
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