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Fifth Third LifeModel Moderately Agrsv B (LMABX)
On
Dec 4
:
9.78
0.02
(0.20%)
MORE ON LMABX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Low
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
11.40%
Worst 1 Yr Total Return
(2008)
:
-33.86%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
LMABX
Category
Alpha (against Standard Index)
-0.91
0.38
Beta (against Standard Index)
0.80
1.00
Mean Annual Return
-5.80
-0.41
R-squared (against Standard Index)
96
95.50
Standard Deviation
15.92
20.09
Sharpe Ratio
-0.45
N/A
Treynor Ratio
-10.28
N/A
5 Years
Statistic
LMABX
Category
Alpha (against Standard Index)
-0.85
0.26
Beta (against Standard Index)
0.81
1.01
Mean Annual Return
0.15
0.16
R-squared (against Standard Index)
95
94.84
Standard Deviation
13.20
16.47
Sharpe Ratio
-0.15
N/A
Treynor Ratio
-3.55
N/A
10 Years
Statistic
LMABX
Category
Alpha (against Standard Index)
N/A
0.84
Beta (against Standard Index)
N/A
0.97
Mean Annual Return
N/A
0.11
R-squared (against Standard Index)
N/A
91.16
Standard Deviation
N/A
16.35
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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