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SA US Value (SABTX)

Nasdaq - Nasdaq Delayed price. Currency in USD
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21.50+0.01 (+0.05%)
As of 08:05AM EDT. Market open.

Risk overview

Morningstar risk rating★★★★
Number of years up16
Number of years down8
Best 1-yr total return (2 Jul 2024)39.54%
Worst 1-yr total return (2 Jul 2024)N/A

Risk statistics

3 years
SABTXCategory average
5 years
SABTXCategory average
10 years
SABTXCategory average
Alpha
-2.85-0.01
-5.23-0.03
-4.75-0.03
BETA
0.870.01
1.020.01
1.030.01
Mean annual return
0.610.01
0.90.01
0.750.01
R-squared
76.970.78
79.720.83
83.050.84
Standard deviation
17.720.17
20.60.19
17.350.16
Sharpe ratio
0.220
0.410
0.420.01
Treynor ratio
2.870.04
6.520.07
5.90.08