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Saturday, December 19, 2009, 12:53PM ET - U.S. Markets Closed. Dow Up 0.20% Nasdaq Up 1.45%
Fifth Third Small Cap Growth Instl (KNEEX)On Dec 18: 6.71  Up 0.06 (0.90%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Above average
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2006):12.05%
Worst 1 Yr Total Return (2008):-44.25%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticKNEEXCategory
Alpha (against Standard Index)0.670.16
Beta (against Standard Index)1.191.12
Mean Annual Return-7.64-0.38
R-squared (against Standard Index)8284.86
Standard Deviation26.0324.29
Sharpe Ratio-0.26N/A
Treynor Ratio-8.36N/A
5 Years
StatisticKNEEXCategory
Alpha (against Standard Index)-0.22-0.01
Beta (against Standard Index)1.241.17
Mean Annual Return-1.050.16
R-squared (against Standard Index)7780.32
Standard Deviation22.6720.99
Sharpe Ratio-0.06N/A
Treynor Ratio-3.26N/A
10 Years
StatisticKNEEXCategory
Alpha (against Standard Index)3.164.06
Beta (against Standard Index)1.131.16
Mean Annual Return0.950.37
R-squared (against Standard Index)6357.27
Standard Deviation23.0725.21
Sharpe Ratio0.03N/A
Treynor Ratio-1.75N/A

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