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Tuesday, December 8, 2009, 6:27PM ET - U.S. Markets Closed.
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Fifth Third All Cap Value Inv A (MXLAX)
On
Dec 8
:
13.43
0.18
(1.32%)
MORE ON MXLAX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
20.29%
Worst 1 Yr Total Return
(2008)
:
-41.24%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MXLAX
Category
Alpha (against Standard Index)
-0.74
-1.05
Beta (against Standard Index)
1.16
1.02
Mean Annual Return
-9.51
-0.55
R-squared (against Standard Index)
96
94.27
Standard Deviation
23.00
20.65
Sharpe Ratio
-0.42
N/A
Treynor Ratio
-10.32
N/A
5 Years
Statistic
MXLAX
Category
Alpha (against Standard Index)
0.60
0.04
Beta (against Standard Index)
1.16
1.02
Mean Annual Return
0.18
0.14
R-squared (against Standard Index)
95
93.13
Standard Deviation
18.86
16.85
Sharpe Ratio
-0.05
N/A
Treynor Ratio
-2.46
N/A
10 Years
Statistic
MXLAX
Category
Alpha (against Standard Index)
7.02
2.54
Beta (against Standard Index)
1.04
0.88
Mean Annual Return
5.76
0.27
R-squared (against Standard Index)
86
80.76
Standard Deviation
18.12
15.89
Sharpe Ratio
0.24
N/A
Treynor Ratio
2.68
N/A
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