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Principal MidCap Blend A (PEMGX)
On
Jan 6
:
11.56
0.08
(0.70%)
MORE ON PEMGX
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Research Reports
Risk
As of 30-Nov-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)
:
13.68%
Worst 1 Yr Total Return
(2008)
:
-34.09%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PEMGX
Category
Alpha (against Standard Index)
3.62
1.45
Beta (against Standard Index)
0.98
1.13
Mean Annual Return
-2.34
-0.27
R-squared (against Standard Index)
89
88.11
Standard Deviation
20.55
23.88
Sharpe Ratio
-0.12
N/A
Treynor Ratio
-4.71
N/A
5 Years
Statistic
PEMGX
Category
Alpha (against Standard Index)
2.84
1.17
Beta (against Standard Index)
0.98
1.15
Mean Annual Return
3.49
0.26
R-squared (against Standard Index)
89
86.34
Standard Deviation
16.72
19.90
Sharpe Ratio
0.12
N/A
Treynor Ratio
0.51
N/A
10 Years
Statistic
PEMGX
Category
Alpha (against Standard Index)
N/A
5.72
Beta (against Standard Index)
N/A
1.04
Mean Annual Return
N/A
0.53
R-squared (against Standard Index)
N/A
73.17
Standard Deviation
N/A
19.87
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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