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Sentinel Mid Cap Value C (SYVCX)
On
Dec 7
:
11.12
0.03
(0.27%)
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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)
:
20.62%
Worst 1 Yr Total Return
(2008)
:
-44.22%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SYVCX
Category
Alpha (against Standard Index)
2.91
2.78
Beta (against Standard Index)
1.11
1.14
Mean Annual Return
-6.05
-0.31
R-squared (against Standard Index)
83
88.48
Standard Deviation
23.79
23.83
Sharpe Ratio
-0.24
N/A
Treynor Ratio
-7.62
N/A
5 Years
Statistic
SYVCX
Category
Alpha (against Standard Index)
2.67
2.11
Beta (against Standard Index)
1.11
1.17
Mean Annual Return
2.18
0.29
R-squared (against Standard Index)
81
86.78
Standard Deviation
19.54
20.06
Sharpe Ratio
0.06
N/A
Treynor Ratio
-0.76
N/A
10 Years
Statistic
SYVCX
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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