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Sentinel Mid Cap Value A (SYVAX)
On
Dec 1
:
11.66
0.12
(1.04%)
MORE ON SYVAX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
21.52%
Worst 1 Yr Total Return
(2008)
:
-43.81%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SYVAX
Category
Alpha (against Standard Index)
3.63
2.78
Beta (against Standard Index)
1.11
1.14
Mean Annual Return
-5.39
-0.31
R-squared (against Standard Index)
83
88.48
Standard Deviation
23.84
23.83
Sharpe Ratio
-0.21
N/A
Treynor Ratio
-7.01
N/A
5 Years
Statistic
SYVAX
Category
Alpha (against Standard Index)
3.41
2.11
Beta (against Standard Index)
1.11
1.17
Mean Annual Return
2.93
0.29
R-squared (against Standard Index)
81
86.78
Standard Deviation
19.59
20.06
Sharpe Ratio
0.10
N/A
Treynor Ratio
-0.09
N/A
10 Years
Statistic
SYVAX
Category
Alpha (against Standard Index)
N/A
6.25
Beta (against Standard Index)
N/A
1.05
Mean Annual Return
N/A
0.54
R-squared (against Standard Index)
N/A
72.80
Standard Deviation
N/A
19.97
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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