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Friday, December 4, 2009, 6:20AM ET - U.S. Markets open in 3 hours and 10 minutes. Dow Down 0.83% Nasdaq  0.00%
Fifth Third Micro Cap Value Inv C (MXCSX)On Dec 3: 2.78  Down 0.04 (1.42%)  
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Risk  As of 31-Oct-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Above 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
StatisticMXCSXCategory
Alpha (against Standard Index)2.381.78
Beta (against Standard Index)1.191.18
Mean Annual Return-7.60-0.41
R-squared (against Standard Index)7885.71
Standard Deviation26.3124.90
Sharpe Ratio-0.26N/A
Treynor Ratio-8.41N/A
5 Years
StatisticMXCSXCategory
Alpha (against Standard Index)0.271.92
Beta (against Standard Index)1.221.20
Mean Annual Return-0.930.27
R-squared (against Standard Index)7582.80
Standard Deviation22.4421.07
Sharpe Ratio-0.06N/A
Treynor Ratio-3.23N/A
10 Years
StatisticMXCSXCategory
Alpha (against Standard Index)9.719.10
Beta (against Standard Index)1.030.95
Mean Annual Return8.080.80
R-squared (against Standard Index)6164.80
Standard Deviation21.0319.04
Sharpe Ratio0.34N/A
Treynor Ratio4.98N/A

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