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Tuesday, December 15, 2009, 11:09AM ET - U.S. Markets close in 4 hours and 51 minutes. Dow Down 0.15% Nasdaq Up 0.17%
PL Port Optimization Moderate 529 MT B (MOBCX)On Dec 14: 10.43  Up 0.07 (0.68%)  
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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):10.64%
Worst 1 Yr Total Return (2008):-27.46%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticMOBCXCategory
Alpha (against Standard Index)-1.74-2.96
Beta (against Standard Index)1.111.07
Mean Annual Return-1.00-0.09
R-squared (against Standard Index)9793.10
Standard Deviation14.9114.78
Sharpe Ratio-0.14N/A
Treynor Ratio-2.96N/A
5 Years
StatisticMOBCXCategory
Alpha (against Standard Index)-1.92-2.53
Beta (against Standard Index)1.091.06
Mean Annual Return2.910.24
R-squared (against Standard Index)9692.17
Standard Deviation11.9611.94
Sharpe Ratio0.05N/A
Treynor Ratio-0.07N/A
10 Years
StatisticMOBCXCategory
Alpha (against Standard Index)N/A-2.27
Beta (against Standard Index)N/A1.06
Mean Annual ReturnN/A0.27
R-squared (against Standard Index)N/A86.88
Standard DeviationN/A11.38
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

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