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Stratus Growth Retail A (STWAX)
On
Dec 17
:
13.11
0.14
(1.06%)
MORE ON STWAX
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Risk
As of 30-Nov-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
(2004)
:
13.70%
Worst 1 Yr Total Return
(2008)
:
-33.97%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
STWAX
Category
Alpha (against Standard Index)
0.46
0.06
Beta (against Standard Index)
0.91
1.00
Mean Annual Return
-4.46
-0.33
R-squared (against Standard Index)
98
95.82
Standard Deviation
18.11
20.42
Sharpe Ratio
-0.29
N/A
Treynor Ratio
-7.44
N/A
5 Years
Statistic
STWAX
Category
Alpha (against Standard Index)
-0.86
0.04
Beta (against Standard Index)
0.91
1.01
Mean Annual Return
0.12
0.17
R-squared (against Standard Index)
97
95.19
Standard Deviation
14.90
16.64
Sharpe Ratio
-0.11
N/A
Treynor Ratio
-3.14
N/A
10 Years
Statistic
STWAX
Category
Alpha (against Standard Index)
-0.04
0.81
Beta (against Standard Index)
0.89
0.96
Mean Annual Return
-0.17
0.14
R-squared (against Standard Index)
92
91.13
Standard Deviation
14.97
16.39
Sharpe Ratio
-0.13
N/A
Treynor Ratio
-3.50
N/A
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