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Friday, December 4, 2009, 9:42PM ET - U.S. Markets Closed. Dow Up 0.22% Nasdaq Up 0.98%
Touchstone JSAM Institutional Value (CIJVX)On Dec 4: 3.23   0.00 (0.00%)  
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Risk  As of 31-Oct-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:High
Number of Years Up:1
Number of Years Down:2
Best 1 Yr Total Return (2006):14.33%
Worst 1 Yr Total Return (2008):-75.05%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticCIJVXCategory
Alpha (against Standard Index)-11.342.32
Beta (against Standard Index)2.081.15
Mean Annual Return-30.38-0.35
R-squared (against Standard Index)8090.18
Standard Deviation45.3323.68
Sharpe Ratio-0.60N/A
Treynor Ratio-15.80N/A
5 Years
StatisticCIJVXCategory
Alpha (against Standard Index)N/A2.22
Beta (against Standard Index)N/A1.16
Mean Annual ReturnN/A0.30
R-squared (against Standard Index)N/A89.12
Standard DeviationN/A19.61
Sharpe RatioN/AN/A
Treynor RatioN/AN/A
10 Years
StatisticCIJVXCategory
Alpha (against Standard Index)N/A7.83
Beta (against Standard Index)N/A0.94
Mean Annual ReturnN/A0.70
R-squared (against Standard Index)N/A72.23
Standard DeviationN/A17.96
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

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