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Wednesday, December 9, 2009, 6:29PM ET - U.S. Markets Closed. Dow Up 0.50% Nasdaq Up 0.49%
PL Port Optimization Moderate 529 MT A (MOACX)On Dec 9: 10.41   0.00 (0.00%)  
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Risk  As of 31-Oct-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):11.19%
Worst 1 Yr Total Return (2008):-26.73%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticMOACXCategory
Alpha (against Standard Index)-0.96-2.88
Beta (against Standard Index)1.101.08
Mean Annual Return-0.79-0.13
R-squared (against Standard Index)9793.44
Standard Deviation14.7314.69
Sharpe Ratio-0.14N/A
Treynor Ratio-2.91N/A
5 Years
StatisticMOACXCategory
Alpha (against Standard Index)-1.27-2.47
Beta (against Standard Index)1.091.06
Mean Annual Return3.410.23
R-squared (against Standard Index)9692.52
Standard Deviation11.8611.89
Sharpe Ratio0.09N/A
Treynor Ratio0.35N/A
10 Years
StatisticMOACXCategory
Alpha (against Standard Index)N/A-2.17
Beta (against Standard Index)N/A1.05
Mean Annual ReturnN/A0.26
R-squared (against Standard Index)N/A86.72
Standard DeviationN/A11.31
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

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