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Principal High Yield C (CCHIX)
On
Dec 10
:
7.75
0.01
(0.13%)
MORE ON CCHIX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
13.58%
Worst 1 Yr Total Return
(2008)
:
-22.01%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
CCHIX
Category
Alpha (against Standard Index)
-2.69
-3.31
Beta (against Standard Index)
1.34
1.15
Mean Annual Return
4.17
0.30
R-squared (against Standard Index)
17
10.85
Standard Deviation
13.45
15.35
Sharpe Ratio
0.20
N/A
Treynor Ratio
1.42
N/A
5 Years
Statistic
CCHIX
Category
Alpha (against Standard Index)
1.20
-0.58
Beta (against Standard Index)
1.11
0.95
Mean Annual Return
6.52
0.39
R-squared (against Standard Index)
14
9.33
Standard Deviation
10.66
12.17
Sharpe Ratio
0.37
N/A
Treynor Ratio
3.18
N/A
10 Years
Statistic
CCHIX
Category
Alpha (against Standard Index)
2.31
0.41
Beta (against Standard Index)
0.62
0.52
Mean Annual Return
7.12
0.42
R-squared (against Standard Index)
6
3.87
Standard Deviation
9.20
10.75
Sharpe Ratio
0.48
N/A
Treynor Ratio
6.80
N/A
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