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Saturday, December 19, 2009, 10:31AM ET - U.S. Markets Closed. Dow Up 0.20% Nasdaq Up 1.45%
Old Mutual Asset Allocation Balanced C (OMBCX)On Dec 18: 9.99  Up 0.03 (0.30%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Average
Number of Years Up:3
Number of Years Down:1
Best 1 Yr Total Return (2006):10.87%
Worst 1 Yr Total Return (2008):-26.83%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticOMBCXCategory
Alpha (against Standard Index)-1.96-2.96
Beta (against Standard Index)1.091.07
Mean Annual Return-1.16-0.09
R-squared (against Standard Index)9893.10
Standard Deviation14.5914.78
Sharpe Ratio-0.16N/A
Treynor Ratio-3.16N/A
5 Years
StatisticOMBCXCategory
Alpha (against Standard Index)-1.93-2.53
Beta (against Standard Index)1.091.06
Mean Annual Return2.900.24
R-squared (against Standard Index)9892.17
Standard Deviation11.9011.94
Sharpe Ratio0.05N/A
Treynor Ratio-0.08N/A
10 Years
StatisticOMBCXCategory
Alpha (against Standard Index)N/A-2.27
Beta (against Standard Index)N/A1.06
Mean Annual ReturnN/A0.27
R-squared (against Standard Index)N/A86.88
Standard DeviationN/A11.38
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

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