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Monday, December 7, 2009, 4:57PM ET - U.S. Markets Closed. Dow Up 0.01% Nasdaq Down 0.22%
Fifth Third All Cap Value Inv C (MXLCX)On Dec 4: 12.86  Up 0.08 (0.63%)  
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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):19.43%
Worst 1 Yr Total Return (2008):-41.71%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticMXLCXCategory
Alpha (against Standard Index)-1.49-1.05
Beta (against Standard Index)1.151.02
Mean Annual Return-10.18-0.55
R-squared (against Standard Index)9694.27
Standard Deviation22.9720.65
Sharpe Ratio-0.45N/A
Treynor Ratio-10.92N/A
5 Years
StatisticMXLCXCategory
Alpha (against Standard Index)-0.170.04
Beta (against Standard Index)1.161.02
Mean Annual Return-0.570.14
R-squared (against Standard Index)9593.13
Standard Deviation18.8316.85
Sharpe Ratio-0.09N/A
Treynor Ratio-3.11N/A
10 Years
StatisticMXLCXCategory
Alpha (against Standard Index)6.312.54
Beta (against Standard Index)1.040.88
Mean Annual Return5.030.27
R-squared (against Standard Index)8680.76
Standard Deviation18.1015.89
Sharpe Ratio0.20N/A
Treynor Ratio1.98N/A

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