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Principal SAM Conservative Bal R1 (PCSSX)

12.26 0.00(0.00%) Sep 17

Risk as of Aug 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up5
Number of Years Down1
Best 1 Yr Total Return(Dec 30, 2009):21.20%
Worst 1 Yr Total Return(Dec 30, 2008):-19.57%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticPCSSXCategory
Alpha (against Standard Index)0.52-0.01
Beta (against Standard Index)0.770.70
Mean Annual Return0.730.62
R-squared (against Standard Index)97.3788.44
Standard Deviation6.135.84
Sharpe Ratio1.411.31
Treynor Ratio11.5011.23
5 Years
StatisticPCSSXCategory
Alpha (against Standard Index)0.811.00
Beta (against Standard Index)0.760.68
Mean Annual Return0.730.67
R-squared (against Standard Index)97.8789.12
Standard Deviation6.566.08
Sharpe Ratio1.321.34
Treynor Ratio11.4512.28
10 Years
StatisticPCSSXCategory
Alpha (against Standard Index)-0.44-0.64
Beta (against Standard Index)0.780.75
Mean Annual Return0.500.47
R-squared (against Standard Index)97.0288.64
Standard Deviation7.607.68
Sharpe Ratio0.580.54
Treynor Ratio5.565.41