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Sentinel Mid Cap Value Instl (SYVIX)
On
Dec 4
:
11.94
0.10
(0.84%)
MORE ON SYVIX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
21.80%
Worst 1 Yr Total Return
(2008)
:
-43.53%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SYVIX
Category
Alpha (against Standard Index)
4.19
2.78
Beta (against Standard Index)
1.11
1.14
Mean Annual Return
-4.84
-0.31
R-squared (against Standard Index)
83
88.48
Standard Deviation
23.84
23.83
Sharpe Ratio
-0.19
N/A
Treynor Ratio
-6.52
N/A
5 Years
Statistic
SYVIX
Category
Alpha (against Standard Index)
3.84
2.11
Beta (against Standard Index)
1.11
1.17
Mean Annual Return
3.38
0.29
R-squared (against Standard Index)
81
86.78
Standard Deviation
19.57
20.06
Sharpe Ratio
0.12
N/A
Treynor Ratio
0.32
N/A
10 Years
Statistic
SYVIX
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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