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Fifth Third LifeModel Moderate B (LMDBX)
On
Dec 24
:
9.62
0.02
(0.21%)
MORE ON LMDBX
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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)
:
9.32%
Worst 1 Yr Total Return
(2008)
:
-27.51%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
LMDBX
Category
Alpha (against Standard Index)
-4.59
-2.96
Beta (against Standard Index)
0.88
1.07
Mean Annual Return
-3.34
-0.09
R-squared (against Standard Index)
94
93.10
Standard Deviation
12.09
14.78
Sharpe Ratio
-0.41
N/A
Treynor Ratio
-6.35
N/A
5 Years
Statistic
LMDBX
Category
Alpha (against Standard Index)
-3.78
-2.53
Beta (against Standard Index)
0.89
1.06
Mean Annual Return
0.77
0.24
R-squared (against Standard Index)
94
92.17
Standard Deviation
9.98
11.94
Sharpe Ratio
-0.17
N/A
Treynor Ratio
-2.49
N/A
10 Years
Statistic
LMDBX
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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