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RidgeWorth International Equity I (STITX)
On
Dec 18
:
10.21
0.05
(0.49%)
MORE ON STITX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
24.62%
Worst 1 Yr Total Return
(2008)
:
-49.27%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
STITX
Category
Alpha (against Standard Index)
0.89
0.11
Beta (against Standard Index)
1.15
1.02
Mean Annual Return
-6.34
-0.23
R-squared (against Standard Index)
96
95.97
Standard Deviation
27.91
24.84
Sharpe Ratio
-0.17
N/A
Treynor Ratio
-7.51
N/A
5 Years
Statistic
STITX
Category
Alpha (against Standard Index)
-0.76
0.08
Beta (against Standard Index)
1.13
1.01
Mean Annual Return
3.12
0.51
R-squared (against Standard Index)
96
95.66
Standard Deviation
22.53
20.38
Sharpe Ratio
0.12
N/A
Treynor Ratio
0.11
N/A
10 Years
Statistic
STITX
Category
Alpha (against Standard Index)
0.57
-0.14
Beta (against Standard Index)
1.03
1.01
Mean Annual Return
2.22
0.28
R-squared (against Standard Index)
91
92.61
Standard Deviation
19.44
18.91
Sharpe Ratio
0.06
N/A
Treynor Ratio
-0.69
N/A
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