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Thursday, December 10, 2009, 9:50AM ET - U.S. Markets close in 6 hours and 10 minutes. Dow Up 0.89% Nasdaq Up 0.80%
Old Mutual Asset Allocation Balanced Z (OMBZX)On Dec 9: 9.98  Up 0.01 (0.10%)  
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Risk  As of 31-Oct-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Average
Number of Years Up:2
Number of Years Down:1
Best 1 Yr Total Return (2006):11.94%
Worst 1 Yr Total Return (2008):-26.11%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticOMBZXCategory
Alpha (against Standard Index)-0.56-2.88
Beta (against Standard Index)1.101.08
Mean Annual Return-0.37-0.13
R-squared (against Standard Index)9893.44
Standard Deviation14.5714.69
Sharpe Ratio-0.12N/A
Treynor Ratio-2.54N/A
5 Years
StatisticOMBZXCategory
Alpha (against Standard Index)-0.78-2.47
Beta (against Standard Index)1.101.06
Mean Annual Return3.930.23
R-squared (against Standard Index)9892.52
Standard Deviation11.9211.89
Sharpe Ratio0.13N/A
Treynor Ratio0.83N/A
10 Years
StatisticOMBZXCategory
Alpha (against Standard Index)N/A-2.17
Beta (against Standard Index)N/A1.05
Mean Annual ReturnN/A0.26
R-squared (against Standard Index)N/A86.72
Standard DeviationN/A11.31
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

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