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Saturday, December 5, 2009, 10:56AM ET - U.S. Markets Closed. Dow Up 0.22% Nasdaq Up 0.98%
Fifth Third Disciplined Large Cap Val A (FSSIX)On Dec 4: 9.46  Up 0.04 (0.42%)  
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Risk  As of 31-Oct-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Average
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2006):20.79%
Worst 1 Yr Total Return (2008):-36.57%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticFSSIXCategory
Alpha (against Standard Index)-1.28-1.05
Beta (against Standard Index)1.041.02
Mean Annual Return-8.74-0.55
R-squared (against Standard Index)9794.27
Standard Deviation20.7020.65
Sharpe Ratio-0.45N/A
Treynor Ratio-10.71N/A
5 Years
StatisticFSSIXCategory
Alpha (against Standard Index)-0.250.04
Beta (against Standard Index)1.041.02
Mean Annual Return-0.140.14
R-squared (against Standard Index)9593.13
Standard Deviation16.9216.85
Sharpe Ratio-0.10N/A
Treynor Ratio-3.05N/A
10 Years
StatisticFSSIXCategory
Alpha (against Standard Index)2.142.54
Beta (against Standard Index)0.880.88
Mean Annual Return1.500.27
R-squared (against Standard Index)7680.76
Standard Deviation16.1415.89
Sharpe Ratio-0.01N/A
Treynor Ratio-1.68N/A

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