Dow Up0.29% Nasdaq Up0.52%

Principal SmallCap S&P 600 Index R4 (PSSSX)

24.59 Up 0.16(0.65%) Jul 22

Risk as of Jun 29, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up11
Number of Years Down4
Best 1 Yr Total Return(Dec 30, 2013):40.43%
Worst 1 Yr Total Return(Dec 30, 2008):-31.38%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticPSSSXCategory
Alpha (against Standard Index)-1.97-5.18
Beta (against Standard Index)1.041.06
Mean Annual Return0.840.60
R-squared (against Standard Index)68.5168.26
Standard Deviation14.0714.44
Sharpe Ratio0.710.50
Treynor Ratio9.166.03
5 Years
StatisticPSSSXCategory
Alpha (against Standard Index)-2.66-5.77
Beta (against Standard Index)1.141.18
Mean Annual Return0.930.72
R-squared (against Standard Index)79.8478.46
Standard Deviation15.4316.18
Sharpe Ratio0.720.54
Treynor Ratio9.186.44
10 Years
StatisticPSSSXCategory
Alpha (against Standard Index)-0.55-1.89
Beta (against Standard Index)1.141.15
Mean Annual Return0.740.63
R-squared (against Standard Index)83.5982.92
Standard Deviation19.0419.34
Sharpe Ratio0.420.35
Treynor Ratio5.524.33