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    SunAmerica Commodity Strategy W (SUNWX)

    6.33 Down 0.05(0.78%) Feb 5

    Risk as of Jan 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:1
    Number of Years Up3
    Number of Years Down4
    Best 1 Yr Total Return(Dec 30, 2009):9.67%
    Worst 1 Yr Total Return(Dec 30, 2012):-15.48%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticSUNWXCategory
    Alpha (against Standard Index)-2.38-3.18
    Beta (against Standard Index)0.300.77
    Mean Annual Return-0.74-1.50
    R-squared (against Standard Index)44.1184.32
    Standard Deviation6.8812.96
    Sharpe Ratio-1.29-1.41
    Treynor Ratio-29.46-23.18
    5 Years
    StatisticSUNWXCategory
    Alpha (against Standard Index)-7.30-2.57
    Beta (against Standard Index)0.110.85
    Mean Annual Return-0.73-1.02
    R-squared (against Standard Index)3.9783.08
    Standard Deviation9.4215.34
    Sharpe Ratio-0.93-0.82
    Treynor Ratio-77.37-15.70
    10 Years
    StatisticSUNWXCategory
    Alpha (against Standard Index)N/A-3.85
    Beta (against Standard Index)N/A1.01
    Mean Annual ReturnN/A-0.48
    R-squared (against Standard Index)N/A86.41
    Standard DeviationN/A21.17
    Sharpe RatioN/A-0.32
    Treynor RatioN/A-8.58