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Principal Equity Income C (PEUCX)
On
Dec 24
:
15.34
0.07
(0.46%)
MORE ON PEUCX
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Risk
As of 30-Nov-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
(2004)
:
17.79%
Worst 1 Yr Total Return
(2008)
:
-34.77%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PEUCX
Category
Alpha (against Standard Index)
-1.70
-1.37
Beta (against Standard Index)
0.97
1.02
Mean Annual Return
-7.18
-0.45
R-squared (against Standard Index)
97
94.58
Standard Deviation
19.56
20.79
Sharpe Ratio
-0.40
N/A
Treynor Ratio
-9.73
N/A
5 Years
Statistic
PEUCX
Category
Alpha (against Standard Index)
-0.16
-0.29
Beta (against Standard Index)
0.97
1.01
Mean Annual Return
0.62
0.14
R-squared (against Standard Index)
96
93.49
Standard Deviation
15.80
16.81
Sharpe Ratio
-0.07
N/A
Treynor Ratio
-2.46
N/A
10 Years
Statistic
PEUCX
Category
Alpha (against Standard Index)
4.57
2.74
Beta (against Standard Index)
0.77
0.88
Mean Annual Return
4.95
0.31
R-squared (against Standard Index)
82
81.33
Standard Deviation
13.82
15.97
Sharpe Ratio
0.21
N/A
Treynor Ratio
2.62
N/A
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