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Sentinel International Equity A (SWRLX)
On
Dec 8
:
15.43
0.22
(1.41%)
MORE ON SWRLX
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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)
:
24.17%
Worst 1 Yr Total Return
(2008)
:
-43.02%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SWRLX
Category
Alpha (against Standard Index)
0.21
-0.52
Beta (against Standard Index)
0.99
1.01
Mean Annual Return
-4.94
-0.25
R-squared (against Standard Index)
97
96.20
Standard Deviation
24.02
24.79
Sharpe Ratio
-0.19
N/A
Treynor Ratio
-7.46
N/A
5 Years
Statistic
SWRLX
Category
Alpha (against Standard Index)
-0.94
-0.43
Beta (against Standard Index)
0.98
1.01
Mean Annual Return
4.07
0.55
R-squared (against Standard Index)
97
95.85
Standard Deviation
19.81
20.52
Sharpe Ratio
0.15
N/A
Treynor Ratio
1.06
N/A
10 Years
Statistic
SWRLX
Category
Alpha (against Standard Index)
0.96
-0.03
Beta (against Standard Index)
0.98
1.01
Mean Annual Return
3.01
0.31
R-squared (against Standard Index)
96
92.22
Standard Deviation
17.97
19.09
Sharpe Ratio
0.09
N/A
Treynor Ratio
0.04
N/A
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