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Ibbotson Conservative ETF Asset Allc II (CETFX)On Dec 24: 10.54  Down 0.01 (0.09%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:
Number of Years Up:0
Number of Years Down:1
Best 1 Yr Total Return (2008):-6.03%
Worst 1 Yr Total Return (2008):-6.03%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticCETFXCategory
Alpha (against Standard Index)N/A-0.95
Beta (against Standard Index)N/A0.74
Mean Annual ReturnN/A0.09
R-squared (against Standard Index)N/A87.00
Standard DeviationN/A10.61
Sharpe RatioN/AN/A
Treynor RatioN/AN/A
5 Years
StatisticCETFXCategory
Alpha (against Standard Index)N/A-1.38
Beta (against Standard Index)N/A0.71
Mean Annual ReturnN/A0.27
R-squared (against Standard Index)N/A85.46
Standard DeviationN/A8.33
Sharpe RatioN/AN/A
Treynor RatioN/AN/A
10 Years
StatisticCETFXCategory
Alpha (against Standard Index)N/A-0.99
Beta (against Standard Index)N/A0.72
Mean Annual ReturnN/A0.31
R-squared (against Standard Index)N/A80.09
Standard DeviationN/A8.09
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

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