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Fifth Third LifeModel Moderate Instl (LMDIX)
On
Dec 24
:
9.70
0.01
(0.10%)
MORE ON LMDIX
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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)
:
10.35%
Worst 1 Yr Total Return
(2008)
:
-26.76%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
LMDIX
Category
Alpha (against Standard Index)
-3.59
-2.96
Beta (against Standard Index)
0.89
1.07
Mean Annual Return
-2.38
-0.09
R-squared (against Standard Index)
94
93.10
Standard Deviation
12.13
14.78
Sharpe Ratio
-0.32
N/A
Treynor Ratio
-5.24
N/A
5 Years
Statistic
LMDIX
Category
Alpha (against Standard Index)
-2.79
-2.53
Beta (against Standard Index)
0.90
1.06
Mean Annual Return
1.78
0.24
R-squared (against Standard Index)
94
92.17
Standard Deviation
10.01
11.94
Sharpe Ratio
-0.07
N/A
Treynor Ratio
-1.35
N/A
10 Years
Statistic
LMDIX
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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