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PL Port Optimization Cnsrv 529 MT A (MPAAX)
On
Dec 14
:
10.43
0.02
(0.19%)
MORE ON MPAAX
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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:
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
Statistic
MPAAX
Category
Alpha (against Standard Index)
2.34
-0.95
Beta (against Standard Index)
0.55
0.74
Mean Annual Return
4.16
0.09
R-squared (against Standard Index)
84
87.00
Standard Deviation
7.84
10.61
Sharpe Ratio
0.27
N/A
Treynor Ratio
3.47
N/A
5 Years
Statistic
MPAAX
Category
Alpha (against Standard Index)
0.27
-1.38
Beta (against Standard Index)
0.52
0.71
Mean Annual Return
4.34
0.27
R-squared (against Standard Index)
81
85.46
Standard Deviation
6.17
8.33
Sharpe Ratio
0.24
N/A
Treynor Ratio
2.60
N/A
10 Years
Statistic
MPAAX
Category
Alpha (against Standard Index)
N/A
-0.99
Beta (against Standard Index)
N/A
0.72
Mean Annual Return
N/A
0.31
R-squared (against Standard Index)
N/A
80.09
Standard Deviation
N/A
8.09
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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