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Thursday, December 24, 2009, 4:18PM ET - U.S. Markets closed early today. Dow Up 0.51% Nasdaq Up 0.71%
Threadneedle Global Equity R4 (IDGYX)On Dec 23: 6.56  Up 0.04 (0.61%)  
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Risk  As of 30-Nov-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):19.30%
Worst 1 Yr Total Return (2008):-41.99%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticIDGYXCategory
Alpha (against Standard Index)-0.490.27
Beta (against Standard Index)0.870.91
Mean Annual Return-4.85-0.17
R-squared (against Standard Index)9390.08
Standard Deviation21.6122.93
Sharpe Ratio-0.23N/A
Treynor Ratio-8.17N/A
5 Years
StatisticIDGYXCategory
Alpha (against Standard Index)0.21-0.86
Beta (against Standard Index)0.890.90
Mean Annual Return4.310.41
R-squared (against Standard Index)9288.40
Standard Deviation18.1618.93
Sharpe Ratio0.16N/A
Treynor Ratio1.49N/A
10 Years
StatisticIDGYXCategory
Alpha (against Standard Index)-2.730.53
Beta (against Standard Index)0.950.92
Mean Annual Return-0.940.33
R-squared (against Standard Index)8779.83
Standard Deviation18.3918.84
Sharpe Ratio-0.12N/A
Treynor Ratio-4.06N/A

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