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Tuesday, December 1, 2009, 2:30PM ET - U.S. Markets close in 1 hour and 30 minutes. Dow Up 1.43% Nasdaq Up 1.71%
Fifth Third Structured Large Cap Plus A (KNVIX)On Nov 30: 9.96  Up 0.03 (0.30%)  
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Risk  As of 31-Oct-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):16.38%
Worst 1 Yr Total Return (2008):-44.82%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticKNVIXCategory
Alpha (against Standard Index)-7.390.38
Beta (against Standard Index)1.121.00
Mean Annual Return-15.29-0.41
R-squared (against Standard Index)8795.50
Standard Deviation23.4420.09
Sharpe Ratio-0.69N/A
Treynor Ratio-15.83N/A
5 Years
StatisticKNVIXCategory
Alpha (against Standard Index)-4.440.26
Beta (against Standard Index)1.131.01
Mean Annual Return-4.790.16
R-squared (against Standard Index)8894.84
Standard Deviation19.1416.47
Sharpe Ratio-0.31N/A
Treynor Ratio-6.95N/A
10 Years
StatisticKNVIXCategory
Alpha (against Standard Index)-3.250.84
Beta (against Standard Index)1.050.97
Mean Annual Return-4.520.11
R-squared (against Standard Index)9291.16
Standard Deviation17.6016.35
Sharpe Ratio-0.34N/A
Treynor Ratio-7.15N/A

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