Yahoo! FinanceFinance Home - My Yahoo - Yahoo! - Help 

Thursday, December 10, 2009, 12:05PM ET - U.S. Markets close in 3 hours and 55 minutes. Dow Up 0.76% Nasdaq Up 0.65%
PL Port Optimization Cnsrv 529 MT C (MPCAX)On Dec 9: 10.29   0.00 (0.00%)  
MORE ON MPCAX
Quotes
Charts
News & Info
Fund
HereRisk
Analyst


Risk  As of 31-Oct-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):5.59%
Worst 1 Yr Total Return (2008):-11.08%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticMPCAXCategory
Alpha (against Standard Index)1.51-0.86
Beta (against Standard Index)0.550.74
Mean Annual Return3.070.06
R-squared (against Standard Index)8386.33
Standard Deviation7.8310.51
Sharpe Ratio0.12N/A
Treynor Ratio1.19N/A
5 Years
StatisticMPCAXCategory
Alpha (against Standard Index)-0.55-1.44
Beta (against Standard Index)0.520.71
Mean Annual Return3.420.26
R-squared (against Standard Index)8084.96
Standard Deviation6.178.32
Sharpe Ratio0.09N/A
Treynor Ratio0.76N/A
10 Years
StatisticMPCAXCategory
Alpha (against Standard Index)N/A-1.02
Beta (against Standard Index)N/A0.71
Mean Annual ReturnN/A0.29
R-squared (against Standard Index)N/A78.75
Standard DeviationN/A8.01
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

Add to My Portfolio Add to Portfolio    Set Alert Set Alert    Email to a Friend Email to a Friend
Get Risk for Another Symbol: Symbol Lookup
Help with Risk StatisticsPlanning Center