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Saturday, December 12, 2009, 6:15AM ET - U.S. Markets Closed. Dow  0.63% Nasdaq  0.03%

Old Mutual Asset Allocation Mod Gr A (OMMAX)

On Dec 11: 9.70   0.03 (0.31%)

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Risk  As of 30-Nov-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Below average Number of Years Up: 3 Number of Years Down: 1 Best 1 Yr Total Return (2006): 14.79% Worst 1 Yr Total Return (2008): -34.93% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic OMMAX Category Alpha (against Standard Index) 0.99 0.06 Beta (against Standard Index) 0.91 1.00 Mean Annual Return -4.13 -0.33 R-squared (against Standard Index) 94 95.82 Standard Deviation 18.73 20.42 Sharpe Ratio -0.25 N/A Treynor Ratio -7.00 N/A 5 Years Statistic OMMAX Category Alpha (against Standard Index) 1.15 0.04 Beta (against Standard Index) 0.92 1.01 Mean Annual Return 2.08 0.17 R-squared (against Standard Index) 93 95.19 Standard Deviation 15.30 16.64 Sharpe Ratio 0.02 N/A Treynor Ratio -0.99 N/A 10 Years Statistic OMMAX Category Alpha (against Standard Index) N/A 0.81 Beta (against Standard Index) N/A 0.96 Mean Annual Return N/A 0.14 R-squared (against Standard Index) N/A 91.13 Standard Deviation N/A 16.39 Sharpe Ratio N/A N/A Treynor Ratio N/A N/A
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