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Friday, December 4, 2009, 10:34PM ET - U.S. Markets Closed. Dow Up 0.22% Nasdaq Up 0.98%
Fifth Third Structured Large Cap Plus I (KNVEX)On Dec 4: 10.19  Up 0.08 (0.79%)  
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Risk  As of 31-Oct-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:High
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2006):16.68%
Worst 1 Yr Total Return (2008):-44.69%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticKNVEXCategory
Alpha (against Standard Index)-7.140.38
Beta (against Standard Index)1.121.00
Mean Annual Return-15.10-0.41
R-squared (against Standard Index)8795.50
Standard Deviation23.4820.09
Sharpe Ratio-0.67N/A
Treynor Ratio-15.63N/A
5 Years
StatisticKNVEXCategory
Alpha (against Standard Index)-4.200.26
Beta (against Standard Index)1.131.01
Mean Annual Return-4.570.16
R-squared (against Standard Index)8894.84
Standard Deviation19.1616.47
Sharpe Ratio-0.30N/A
Treynor Ratio-6.74N/A
10 Years
StatisticKNVEXCategory
Alpha (against Standard Index)-3.010.84
Beta (against Standard Index)1.050.97
Mean Annual Return-4.300.11
R-squared (against Standard Index)9291.16
Standard Deviation17.6216.35
Sharpe Ratio-0.32N/A
Treynor Ratio-6.93N/A

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