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PL International Value 529 MT A (CPIAX)
On
Dec 21
:
9.10
0.04
(0.44%)
MORE ON CPIAX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
24.63%
Worst 1 Yr Total Return
(2008)
:
-47.64%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
CPIAX
Category
Alpha (against Standard Index)
-4.16
-0.21
Beta (against Standard Index)
1.06
1.01
Mean Annual Return
-10.08
-0.25
R-squared (against Standard Index)
97
95.18
Standard Deviation
25.69
24.76
Sharpe Ratio
-0.37
N/A
Treynor Ratio
-11.66
N/A
5 Years
Statistic
CPIAX
Category
Alpha (against Standard Index)
-4.29
-0.52
Beta (against Standard Index)
1.04
1.00
Mean Annual Return
-0.36
0.46
R-squared (against Standard Index)
97
94.69
Standard Deviation
20.85
20.25
Sharpe Ratio
-0.05
N/A
Treynor Ratio
-3.21
N/A
10 Years
Statistic
CPIAX
Category
Alpha (against Standard Index)
N/A
2.00
Beta (against Standard Index)
N/A
0.98
Mean Annual Return
N/A
0.46
R-squared (against Standard Index)
N/A
92.23
Standard Deviation
N/A
18.46
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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