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Fifth Third LifeModel Moderate A (LMDAX)
On
Dec 22
:
9.65
0.02
(0.21%)
MORE ON LMDAX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
10.07%
Worst 1 Yr Total Return
(2008)
:
-26.91%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
LMDAX
Category
Alpha (against Standard Index)
-3.86
-2.96
Beta (against Standard Index)
0.88
1.07
Mean Annual Return
-2.64
-0.09
R-squared (against Standard Index)
94
93.10
Standard Deviation
12.10
14.78
Sharpe Ratio
-0.35
N/A
Treynor Ratio
-5.55
N/A
5 Years
Statistic
LMDAX
Category
Alpha (against Standard Index)
-3.04
-2.53
Beta (against Standard Index)
0.90
1.06
Mean Annual Return
1.52
0.24
R-squared (against Standard Index)
94
92.17
Standard Deviation
9.98
11.94
Sharpe Ratio
-0.10
N/A
Treynor Ratio
-1.64
N/A
10 Years
Statistic
LMDAX
Category
Alpha (against Standard Index)
N/A
-2.27
Beta (against Standard Index)
N/A
1.06
Mean Annual Return
N/A
0.27
R-squared (against Standard Index)
N/A
86.88
Standard Deviation
N/A
11.38
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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