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Saturday, December 19, 2009, 3:17PM ET - U.S. Markets Closed. Dow  0.20% Nasdaq  1.45%

Old Mutual Asset Allocation Mod Gr Instl (OMMIX)

On Dec 18: 9.80   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): 15.07% Worst 1 Yr Total Return (2008): -34.69% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic OMMIX Category Alpha (against Standard Index) 1.21 0.06 Beta (against Standard Index) 0.92 1.00 Mean Annual Return -3.92 -0.33 R-squared (against Standard Index) 94 95.82 Standard Deviation 18.75 20.42 Sharpe Ratio -0.24 N/A Treynor Ratio -6.77 N/A 5 Years Statistic OMMIX Category Alpha (against Standard Index) 1.40 0.04 Beta (against Standard Index) 0.92 1.01 Mean Annual Return 2.33 0.17 R-squared (against Standard Index) 92 95.19 Standard Deviation 15.32 16.64 Sharpe Ratio 0.04 N/A Treynor Ratio -0.72 N/A 10 Years Statistic OMMIX 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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