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PL Port Optimization Mod-Cnsrv 529 MT A (MOABX)On Dec 16: 10.40  Up 0.02 (0.19%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Average
Number of Years Up:3
Number of Years Down:1
Best 1 Yr Total Return (2006):8.19%
Worst 1 Yr Total Return (2008):-18.76%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticMOABXCategory
Alpha (against Standard Index)0.52-0.95
Beta (against Standard Index)0.820.74
Mean Annual Return1.880.09
R-squared (against Standard Index)9487.00
Standard Deviation11.1310.61
Sharpe Ratio0.02N/A
Treynor Ratio-0.48N/A
5 Years
StatisticMOABXCategory
Alpha (against Standard Index)-0.67-1.38
Beta (against Standard Index)0.800.71
Mean Annual Return3.820.27
R-squared (against Standard Index)9485.46
Standard Deviation8.868.33
Sharpe Ratio0.14N/A
Treynor Ratio1.05N/A
10 Years
StatisticMOABXCategory
Alpha (against Standard Index)N/A-0.99
Beta (against Standard Index)N/A0.72
Mean Annual ReturnN/A0.31
R-squared (against Standard Index)N/A80.09
Standard DeviationN/A8.09
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

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