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Thursday, December 10, 2009, 1:06PM ET - U.S. Markets close in 2 hours and 54 minutes. Dow Up 0.59% Nasdaq Up 0.61%
PL Port Optimization Aggressive 529 MT C (CPCEX)On Dec 9: 9.81  Up 0.01 (0.10%)  
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Risk  As of 31-Oct-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Above average
Number of Years Up:3
Number of Years Down:1
Best 1 Yr Total Return (2006):16.77%
Worst 1 Yr Total Return (2008):-40.95%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticCPCEXCategory
Alpha (against Standard Index)1.710.38
Beta (against Standard Index)1.141.00
Mean Annual Return-7.03-0.41
R-squared (against Standard Index)9795.50
Standard Deviation22.6120.09
Sharpe Ratio-0.31N/A
Treynor Ratio-8.30N/A
5 Years
StatisticCPCEXCategory
Alpha (against Standard Index)1.340.26
Beta (against Standard Index)1.131.01
Mean Annual Return1.090.16
R-squared (against Standard Index)9694.84
Standard Deviation18.3216.47
Sharpe Ratio-0.01N/A
Treynor Ratio-1.72N/A
10 Years
StatisticCPCEXCategory
Alpha (against Standard Index)N/A0.84
Beta (against Standard Index)N/A0.97
Mean Annual ReturnN/A0.11
R-squared (against Standard Index)N/A91.16
Standard DeviationN/A16.35
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

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