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Principal Income B (CMIBX)
On
Dec 18
:
9.35
0.02
(0.21%)
MORE ON CMIBX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
4.62%
Worst 1 Yr Total Return
(2008)
:
-5.69%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
CMIBX
Category
Alpha (against Standard Index)
-1.32
-1.73
Beta (against Standard Index)
1.20
1.02
Mean Annual Return
5.73
0.39
R-squared (against Standard Index)
55
59.65
Standard Deviation
6.56
5.93
Sharpe Ratio
0.53
N/A
Treynor Ratio
2.88
N/A
5 Years
Statistic
CMIBX
Category
Alpha (against Standard Index)
-0.88
-1.13
Beta (against Standard Index)
1.15
0.98
Mean Annual Return
4.87
0.35
R-squared (against Standard Index)
59
61.85
Standard Deviation
5.38
4.90
Sharpe Ratio
0.36
N/A
Treynor Ratio
1.64
N/A
10 Years
Statistic
CMIBX
Category
Alpha (against Standard Index)
-0.72
-0.67
Beta (against Standard Index)
1.06
0.96
Mean Annual Return
5.86
0.46
R-squared (against Standard Index)
66
70.95
Standard Deviation
4.89
4.48
Sharpe Ratio
0.59
N/A
Treynor Ratio
2.77
N/A
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