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Thursday, December 24, 2009, 8:18AM ET - U.S. Markets open in 1 hour and 12 minutes. Dow Up 0.01% Nasdaq  0.00%
Fifth Third Micro Cap Value Inv A (MXCAX)On Dec 23: 3.27  Up 0.04 (1.24%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Average
Number of Years Up:2
Number of Years Down:3
Best 1 Yr Total Return (2004):22.97%
Worst 1 Yr Total Return (2008):-30.69%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticMXCAXCategory
Alpha (against Standard Index)1.18-0.27
Beta (against Standard Index)1.161.17
Mean Annual Return-6.95-0.44
R-squared (against Standard Index)7684.58
Standard Deviation26.2125.23
Sharpe Ratio-0.23N/A
Treynor Ratio-7.98N/A
5 Years
StatisticMXCAXCategory
Alpha (against Standard Index)-1.330.26
Beta (against Standard Index)1.181.19
Mean Annual Return-1.900.18
R-squared (against Standard Index)7381.92
Standard Deviation21.9821.20
Sharpe Ratio-0.11N/A
Treynor Ratio-4.15N/A
10 Years
StatisticMXCAXCategory
Alpha (against Standard Index)9.708.93
Beta (against Standard Index)1.010.95
Mean Annual Return8.550.82
R-squared (against Standard Index)6164.94
Standard Deviation20.9919.09
Sharpe Ratio0.36N/A
Treynor Ratio5.55N/A

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