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Tuesday, January 5, 2010, 11:06PM ET - U.S. Markets Closed.
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Principal SAM Conservative Growth R1 (PCGGX)
On
Jan 5
:
11.91
0.03
(0.25%)
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Number of Years Up:
0
Number of Years Down:
1
Best 1 Yr Total Return
(2008)
:
-33.66%
Worst 1 Yr Total Return
(2008)
:
-33.66%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PCGGX
Category
Alpha (against Standard Index)
0.60
0.06
Beta (against Standard Index)
0.89
1.00
Mean Annual Return
-4.20
-0.33
R-squared (against Standard Index)
97
95.82
Standard Deviation
17.91
20.42
Sharpe Ratio
-0.28
N/A
Treynor Ratio
-7.28
N/A
5 Years
Statistic
PCGGX
Category
Alpha (against Standard Index)
0.27
0.04
Beta (against Standard Index)
0.89
1.01
Mean Annual Return
1.32
0.17
R-squared (against Standard Index)
97
95.19
Standard Deviation
14.53
16.64
Sharpe Ratio
-0.04
N/A
Treynor Ratio
-1.87
N/A
10 Years
Statistic
PCGGX
Category
Alpha (against Standard Index)
2.16
0.81
Beta (against Standard Index)
0.83
0.96
Mean Annual Return
2.30
0.14
R-squared (against Standard Index)
91
91.13
Standard Deviation
14.11
16.39
Sharpe Ratio
0.03
N/A
Treynor Ratio
-0.76
N/A
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