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Tuesday, December 1, 2009, 5:42PM ET - U.S. Markets Closed.
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Principal Discp Large Cap Blend B (PBABX)
On
Dec 1
:
10.95
0.13
(1.20%)
MORE ON PBABX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
2
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
12.15%
Worst 1 Yr Total Return
(2008)
:
-39.07%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PBABX
Category
Alpha (against Standard Index)
-3.04
0.38
Beta (against Standard Index)
0.97
1.00
Mean Annual Return
-9.50
-0.41
R-squared (against Standard Index)
98
95.50
Standard Deviation
19.05
20.09
Sharpe Ratio
-0.55
N/A
Treynor Ratio
-12.33
N/A
5 Years
Statistic
PBABX
Category
Alpha (against Standard Index)
-1.90
0.26
Beta (against Standard Index)
0.98
1.01
Mean Annual Return
-1.49
0.16
R-squared (against Standard Index)
98
94.84
Standard Deviation
15.69
16.47
Sharpe Ratio
-0.21
N/A
Treynor Ratio
-4.63
N/A
10 Years
Statistic
PBABX
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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