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Thursday, December 17, 2009, 4:36PM ET - U.S. Markets Closed. Dow Down 1.27% Nasdaq Down 1.22%
PL Port Optimization Mod-Agrsv 529 MT B (CPBDX)On Dec 16: 10.16  Up 0.04 (0.40%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Below average
Number of Years Up:3
Number of Years Down:1
Best 1 Yr Total Return (2006):13.23%
Worst 1 Yr Total Return (2008):-34.67%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticCPBDXCategory
Alpha (against Standard Index)1.820.06
Beta (against Standard Index)0.951.00
Mean Annual Return-3.63-0.33
R-squared (against Standard Index)9695.82
Standard Deviation19.2420.42
Sharpe Ratio-0.21N/A
Treynor Ratio-6.21N/A
5 Years
StatisticCPBDXCategory
Alpha (against Standard Index)1.110.04
Beta (against Standard Index)0.941.01
Mean Annual Return2.000.17
R-squared (against Standard Index)9595.19
Standard Deviation15.4516.64
Sharpe Ratio0.02N/A
Treynor Ratio-1.06N/A
10 Years
StatisticCPBDXCategory
Alpha (against Standard Index)N/A0.81
Beta (against Standard Index)N/A0.96
Mean Annual ReturnN/A0.14
R-squared (against Standard Index)N/A91.13
Standard DeviationN/A16.39
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

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