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Principal Intl Emerging Markets R4 (PESSX)On Dec 10: 22.33  Up 0.07 (0.31%)  
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Risk  As of 31-Oct-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Average
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2007):41.29%
Worst 1 Yr Total Return (2008):-54.61%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticPESSXCategory
Alpha (against Standard Index)12.0912.35
Beta (against Standard Index)1.271.29
Mean Annual Return2.860.71
R-squared (against Standard Index)8687.52
Standard Deviation32.8433.07
Sharpe Ratio0.18N/A
Treynor Ratio0.35N/A
5 Years
StatisticPESSXCategory
Alpha (against Standard Index)10.699.15
Beta (against Standard Index)1.321.29
Mean Annual Return15.931.44
R-squared (against Standard Index)8585.78
Standard Deviation28.2427.65
Sharpe Ratio0.57N/A
Treynor Ratio9.80N/A
10 Years
StatisticPESSXCategory
Alpha (against Standard Index)N/A9.81
Beta (against Standard Index)N/A1.23
Mean Annual ReturnN/A1.14
R-squared (against Standard Index)N/A76.71
Standard DeviationN/A25.41
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

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