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Fifth Third Structured Large Cap Plus I (KNVEX)
On
Dec 4
:
10.19
0.08
(0.79%)
MORE ON KNVEX
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Research Reports
Risk
As of 31-Oct-09
Get
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
Statistic
KNVEX
Category
Alpha (against Standard Index)
-7.14
0.38
Beta (against Standard Index)
1.12
1.00
Mean Annual Return
-15.10
-0.41
R-squared (against Standard Index)
87
95.50
Standard Deviation
23.48
20.09
Sharpe Ratio
-0.67
N/A
Treynor Ratio
-15.63
N/A
5 Years
Statistic
KNVEX
Category
Alpha (against Standard Index)
-4.20
0.26
Beta (against Standard Index)
1.13
1.01
Mean Annual Return
-4.57
0.16
R-squared (against Standard Index)
88
94.84
Standard Deviation
19.16
16.47
Sharpe Ratio
-0.30
N/A
Treynor Ratio
-6.74
N/A
10 Years
Statistic
KNVEX
Category
Alpha (against Standard Index)
-3.01
0.84
Beta (against Standard Index)
1.05
0.97
Mean Annual Return
-4.30
0.11
R-squared (against Standard Index)
92
91.16
Standard Deviation
17.62
16.35
Sharpe Ratio
-0.32
N/A
Treynor Ratio
-6.93
N/A
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