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Stratton Multi Cap (STRGX)
On
Dec 4
:
32.50
0.04
(0.12%)
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Risk
As of 31-Oct-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
(2004)
:
23.53%
Worst 1 Yr Total Return
(2008)
:
-38.32%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
STRGX
Category
Alpha (against Standard Index)
2.38
0.38
Beta (against Standard Index)
1.01
1.00
Mean Annual Return
-5.33
-0.41
R-squared (against Standard Index)
80
95.50
Standard Deviation
21.98
20.09
Sharpe Ratio
-0.25
N/A
Treynor Ratio
-7.68
N/A
5 Years
Statistic
STRGX
Category
Alpha (against Standard Index)
2.22
0.26
Beta (against Standard Index)
1.05
1.01
Mean Annual Return
1.92
0.16
R-squared (against Standard Index)
75
94.84
Standard Deviation
19.22
16.47
Sharpe Ratio
0.04
N/A
Treynor Ratio
-1.05
N/A
10 Years
Statistic
STRGX
Category
Alpha (against Standard Index)
6.65
0.84
Beta (against Standard Index)
0.88
0.97
Mean Annual Return
5.80
0.11
R-squared (against Standard Index)
61
91.16
Standard Deviation
18.18
16.35
Sharpe Ratio
0.24
N/A
Treynor Ratio
3.21
N/A
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