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Sentinel Sustainable Growth Opp A (WAEGX)
On
Dec 4
:
11.52
0.06
(0.52%)
MORE ON WAEGX
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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
(2005)
:
12.19%
Worst 1 Yr Total Return
(2008)
:
-48.30%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
WAEGX
Category
Alpha (against Standard Index)
-3.13
3.31
Beta (against Standard Index)
1.04
1.09
Mean Annual Return
-10.84
-0.23
R-squared (against Standard Index)
81
84.23
Standard Deviation
22.61
23.37
Sharpe Ratio
-0.50
N/A
Treynor Ratio
-12.74
N/A
5 Years
Statistic
WAEGX
Category
Alpha (against Standard Index)
-1.56
2.25
Beta (against Standard Index)
1.08
1.13
Mean Annual Return
-2.00
0.31
R-squared (against Standard Index)
78
81.04
Standard Deviation
19.51
20.00
Sharpe Ratio
-0.16
N/A
Treynor Ratio
-4.65
N/A
10 Years
Statistic
WAEGX
Category
Alpha (against Standard Index)
-0.83
4.42
Beta (against Standard Index)
1.10
1.13
Mean Annual Return
-3.35
0.37
R-squared (against Standard Index)
59
60.91
Standard Deviation
23.00
23.71
Sharpe Ratio
-0.16
N/A
Treynor Ratio
-5.74
N/A
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