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Thursday, December 3, 2009, 8:26AM ET - U.S. Markets open in 1 hour and 4 minutes. Dow Down 0.18% Nasdaq  0.00%
Fifth Third All Cap Value Inv B (MXLBX)On Dec 2: 12.96  Up 0.04 (0.31%)  
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Risk  As of 31-Oct-09Get 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):19.40%
Worst 1 Yr Total Return (2008):-41.67%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticMXLBXCategory
Alpha (against Standard Index)-1.50-1.05
Beta (against Standard Index)1.161.02
Mean Annual Return-10.20-0.55
R-squared (against Standard Index)9694.27
Standard Deviation22.9820.65
Sharpe Ratio-0.45N/A
Treynor Ratio-10.93N/A
5 Years
StatisticMXLBXCategory
Alpha (against Standard Index)-0.170.04
Beta (against Standard Index)1.161.02
Mean Annual Return-0.580.14
R-squared (against Standard Index)9593.13
Standard Deviation18.8516.85
Sharpe Ratio-0.09N/A
Treynor Ratio-3.12N/A
10 Years
StatisticMXLBXCategory
Alpha (against Standard Index)6.282.54
Beta (against Standard Index)1.040.88
Mean Annual Return4.980.27
R-squared (against Standard Index)8680.76
Standard Deviation18.1115.89
Sharpe Ratio0.20N/A
Treynor Ratio1.93N/A

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