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Principal Discp Large Cap Blend R5 (PDPBX)
On
Dec 9
:
10.94
0.04
(0.37%)
MORE ON PDPBX
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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:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
13.76%
Worst 1 Yr Total Return
(2008)
:
-38.18%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PDPBX
Category
Alpha (against Standard Index)
-1.79
0.38
Beta (against Standard Index)
0.96
1.00
Mean Annual Return
-8.32
-0.41
R-squared (against Standard Index)
98
95.50
Standard Deviation
19.00
20.09
Sharpe Ratio
-0.49
N/A
Treynor Ratio
-11.14
N/A
5 Years
Statistic
PDPBX
Category
Alpha (against Standard Index)
-0.73
0.26
Beta (against Standard Index)
0.97
1.01
Mean Annual Return
-0.31
0.16
R-squared (against Standard Index)
98
94.84
Standard Deviation
15.64
16.47
Sharpe Ratio
-0.13
N/A
Treynor Ratio
-3.43
N/A
10 Years
Statistic
PDPBX
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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