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Monday, December 21, 2009, 5:35PM ET - U.S. Markets Closed. Dow Up 0.83% Nasdaq Up 1.17%
Fifth Third Strategic Inc Inv C (FRACX)On Dec 18: 9.57  Up 0.01 (0.10%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:High
Number of Years Up:3
Number of Years Down:2
Best 1 Yr Total Return (2006):7.16%
Worst 1 Yr Total Return (2008):-26.29%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticFRACXCategory
Alpha (against Standard Index)-0.83-0.95
Beta (against Standard Index)0.740.74
Mean Annual Return-0.040.09
R-squared (against Standard Index)4087.00
Standard Deviation15.3910.61
Sharpe Ratio-0.07N/A
Treynor Ratio-3.10N/A
5 Years
StatisticFRACXCategory
Alpha (against Standard Index)-2.07-1.38
Beta (against Standard Index)0.710.71
Mean Annual Return1.820.27
R-squared (against Standard Index)3985.46
Standard Deviation12.058.33
Sharpe Ratio-0.03N/A
Treynor Ratio-1.66N/A
10 Years
StatisticFRACXCategory
Alpha (against Standard Index)1.71-0.99
Beta (against Standard Index)0.460.72
Mean Annual Return5.390.31
R-squared (against Standard Index)2380.09
Standard Deviation9.438.09
Sharpe Ratio0.30N/A
Treynor Ratio5.40N/A

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