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    Principal SAM Conservative Bal R1 (PCSSX)

    11.69 Down 0.03(0.26%) Aug 26

    Risk as of Jul 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up6
    Number of Years Down2
    Best 1 Yr Total Return(Dec 30, 2009):21.20%
    Worst 1 Yr Total Return(Dec 30, 2008):-19.57%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)0.26-0.03
    Beta (against Standard Index)0.760.77
    Mean Annual Return0.370.36
    R-squared (against Standard Index)95.3890.80
    Standard Deviation5.385.64
    Sharpe Ratio0.820.78
    Treynor Ratio5.745.60
    5 Years
    Alpha (against Standard Index)0.310.14
    Beta (against Standard Index)0.760.76
    Mean Annual Return0.450.44
    R-squared (against Standard Index)96.6792.04
    Standard Deviation6.106.31
    Sharpe Ratio0.860.84
    Treynor Ratio6.876.88
    10 Years
    Alpha (against Standard Index)0.19-0.27
    Beta (against Standard Index)0.780.80
    Mean Annual Return0.440.42
    R-squared (against Standard Index)97.4891.33
    Standard Deviation7.838.36
    Sharpe Ratio0.560.50
    Treynor Ratio5.424.94