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Principal Intl Emerging Markets R3 (PEAPX)
On
Dec 18
:
21.82
0.04
(0.18%)
MORE ON PEAPX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
40.99%
Worst 1 Yr Total Return
(2008)
:
-54.72%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PEAPX
Category
Alpha (against Standard Index)
12.34
12.34
Beta (against Standard Index)
1.27
1.29
Mean Annual Return
2.74
0.68
R-squared (against Standard Index)
86
87.47
Standard Deviation
32.84
33.01
Sharpe Ratio
0.18
N/A
Treynor Ratio
0.37
N/A
5 Years
Statistic
PEAPX
Category
Alpha (against Standard Index)
11.05
9.77
Beta (against Standard Index)
1.32
1.29
Mean Annual Return
14.96
1.39
R-squared (against Standard Index)
85
85.58
Standard Deviation
28.05
27.53
Sharpe Ratio
0.54
N/A
Treynor Ratio
9.10
N/A
10 Years
Statistic
PEAPX
Category
Alpha (against Standard Index)
N/A
9.46
Beta (against Standard Index)
N/A
1.23
Mean Annual Return
N/A
1.10
R-squared (against Standard Index)
N/A
77.00
Standard Deviation
N/A
25.24
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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