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Fifth Third Structured Large Cap Plus C (FCLVX)

On Dec 2: 10.04   0.00 (0.00%)

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Risk  As of 31-Oct-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: High Number of Years Up: 4 Number of Years Down: 1 Best 1 Yr Total Return (2006): 15.53% Worst 1 Yr Total Return (2008): -45.29% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic FCLVX Category Alpha (against Standard Index) -8.14 0.38 Beta (against Standard Index) 1.12 1.00 Mean Annual Return -15.95 -0.41 R-squared (against Standard Index) 87 95.50 Standard Deviation 23.46 20.09 Sharpe Ratio -0.72 N/A Treynor Ratio -16.41 N/A 5 Years Statistic FCLVX Category Alpha (against Standard Index) -5.20 0.26 Beta (against Standard Index) 1.13 1.01 Mean Annual Return -5.53 0.16 R-squared (against Standard Index) 88 94.84 Standard Deviation 19.15 16.47 Sharpe Ratio -0.35 N/A Treynor Ratio -7.60 N/A 10 Years Statistic FCLVX Category Alpha (against Standard Index) -3.96 0.84 Beta (against Standard Index) 1.05 0.97 Mean Annual Return -5.20 0.11 R-squared (against Standard Index) 92 91.16 Standard Deviation 17.59 16.35 Sharpe Ratio -0.38 N/A Treynor Ratio -7.80 N/A
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