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Thursday, December 10, 2009, 5:48PM ET - U.S. Markets Closed. Dow  0.67% Nasdaq  0.33%

Old Mutual Asset Allocation Mod Gr C (OMMCX)

On Dec 10: 9.43   0.03 (0.32%)

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Risk  As of 31-Oct-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): 13.94% Worst 1 Yr Total Return (2008): -35.41% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic OMMCX Category Alpha (against Standard Index) 1.21 0.38 Beta (against Standard Index) 0.93 1.00 Mean Annual Return -5.17 -0.41 R-squared (against Standard Index) 94 95.50 Standard Deviation 18.63 20.09 Sharpe Ratio -0.32 N/A Treynor Ratio -8.19 N/A 5 Years Statistic OMMCX Category Alpha (against Standard Index) 0.98 0.26 Beta (against Standard Index) 0.93 1.01 Mean Annual Return 1.52 0.16 R-squared (against Standard Index) 93 94.84 Standard Deviation 15.33 16.47 Sharpe Ratio -0.02 N/A Treynor Ratio -1.62 N/A 10 Years Statistic OMMCX Category Alpha (against Standard Index) N/A 0.84 Beta (against Standard Index) N/A 0.97 Mean Annual Return N/A 0.11 R-squared (against Standard Index) N/A 91.16 Standard Deviation N/A 16.35 Sharpe Ratio N/A N/A Treynor Ratio N/A N/A
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