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Fifth Third Total Return Bond Instl (KNIIX)
On
Jan 7
:
8.73
0.01
(0.11%)
MORE ON KNIIX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
4.42%
Worst 1 Yr Total Return
(2008)
:
-12.40%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
KNIIX
Category
Alpha (against Standard Index)
-2.85
-1.73
Beta (against Standard Index)
0.50
1.02
Mean Annual Return
1.31
0.39
R-squared (against Standard Index)
15
59.65
Standard Deviation
5.23
5.93
Sharpe Ratio
-0.16
N/A
Treynor Ratio
-1.92
N/A
5 Years
Statistic
KNIIX
Category
Alpha (against Standard Index)
-2.05
-1.13
Beta (against Standard Index)
0.59
0.98
Mean Annual Return
2.29
0.35
R-squared (against Standard Index)
24
61.85
Standard Deviation
4.39
4.90
Sharpe Ratio
-0.13
N/A
Treynor Ratio
-1.18
N/A
10 Years
Statistic
KNIIX
Category
Alpha (against Standard Index)
-1.47
-0.67
Beta (against Standard Index)
0.89
0.96
Mean Annual Return
4.46
0.46
R-squared (against Standard Index)
55
70.95
Standard Deviation
4.53
4.48
Sharpe Ratio
0.35
N/A
Treynor Ratio
1.73
N/A
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