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PL Port Optimization Cnsrv 529 MT A (MPAAX)On Dec 14: 10.43  Up 0.02 (0.19%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Below average
Number of Years Up:3
Number of Years Down:1
Best 1 Yr Total Return (2007):6.27%
Worst 1 Yr Total Return (2008):-10.26%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticMPAAXCategory
Alpha (against Standard Index)2.34-0.95
Beta (against Standard Index)0.550.74
Mean Annual Return4.160.09
R-squared (against Standard Index)8487.00
Standard Deviation7.8410.61
Sharpe Ratio0.27N/A
Treynor Ratio3.47N/A
5 Years
StatisticMPAAXCategory
Alpha (against Standard Index)0.27-1.38
Beta (against Standard Index)0.520.71
Mean Annual Return4.340.27
R-squared (against Standard Index)8185.46
Standard Deviation6.178.33
Sharpe Ratio0.24N/A
Treynor Ratio2.60N/A
10 Years
StatisticMPAAXCategory
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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