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Monday, December 21, 2009, 11:53PM ET - U.S. Markets Closed. Dow  0.83% Nasdaq  1.17%

Old Mutual Analytic I (ANIEX)

On Dec 21: 9.21   0.02 (0.22%)

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Risk  As of 30-Nov-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Above average Number of Years Up: 2 Number of Years Down: 1 Best 1 Yr Total Return (2006): 8.69% Worst 1 Yr Total Return (2008): -33.70% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic ANIEX Category Alpha (against Standard Index) -0.74 1.21 Beta (against Standard Index) -8.68 -3.35 Mean Annual Return -10.40 -0.08 R-squared (against Standard Index) 8 5.48 Standard Deviation 14.89 10.53 Sharpe Ratio -0.81 N/A Treynor Ratio 1.46 N/A 5 Years Statistic ANIEX Category Alpha (against Standard Index) 3.58 2.47 Beta (against Standard Index) -10.05 -4.10 Mean Annual Return -1.75 0.20 R-squared (against Standard Index) 12 4.85 Standard Deviation 12.47 9.26 Sharpe Ratio -0.32 N/A Treynor Ratio 0.47 N/A 10 Years Statistic ANIEX Category Alpha (against Standard Index) 2.57 2.77 Beta (against Standard Index) -7.96 -2.54 Mean Annual Return 0.15 0.35 R-squared (against Standard Index) 6 1.71 Standard Deviation 11.47 8.34 Sharpe Ratio -0.18 N/A Treynor Ratio 0.35 N/A
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