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Thursday, December 17, 2009, 3:13PM ET - U.S. Markets close in 47 mins.. Dow Down 0.98% Nasdaq Down 1.00%
PL Port Optimization Cnsrv 529 MT B (MPABX)On Dec 16: 10.33  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):5.53%
Worst 1 Yr Total Return (2008):-10.95%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticMPABXCategory
Alpha (against Standard Index)1.65-0.95
Beta (against Standard Index)0.550.74
Mean Annual Return3.440.09
R-squared (against Standard Index)8387.00
Standard Deviation7.9410.61
Sharpe Ratio0.18N/A
Treynor Ratio2.12N/A
5 Years
StatisticMPABXCategory
Alpha (against Standard Index)-0.34-1.38
Beta (against Standard Index)0.530.71
Mean Annual Return3.710.27
R-squared (against Standard Index)8085.46
Standard Deviation6.268.33
Sharpe Ratio0.14N/A
Treynor Ratio1.37N/A
10 Years
StatisticMPABXCategory
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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