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Thursday, December 24, 2009, 9:49AM ET - U.S. Markets close early today in 3 hours and 11 minutes for Christmas Eve. Dow Up 0.16% Nasdaq Up 0.33%
Fifth Third Micro Cap Value Inv B (MXCBX)On Dec 23: 2.94  Up 0.04 (1.38%)  
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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):22.83%
Worst 1 Yr Total Return (2008):-31.13%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticMXCBXCategory
Alpha (against Standard Index)0.54-0.27
Beta (against Standard Index)1.171.17
Mean Annual Return-7.65-0.44
R-squared (against Standard Index)7684.58
Standard Deviation26.4325.23
Sharpe Ratio-0.25N/A
Treynor Ratio-8.51N/A
5 Years
StatisticMXCBXCategory
Alpha (against Standard Index)-1.980.26
Beta (against Standard Index)1.191.19
Mean Annual Return-2.560.18
R-squared (against Standard Index)7481.92
Standard Deviation22.1121.20
Sharpe Ratio-0.14N/A
Treynor Ratio-4.68N/A
10 Years
StatisticMXCBXCategory
Alpha (against Standard Index)9.078.93
Beta (against Standard Index)1.020.95
Mean Annual Return7.860.82
R-squared (against Standard Index)6164.94
Standard Deviation21.0319.09
Sharpe Ratio0.33N/A
Treynor Ratio4.85N/A

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