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Principal Inflation Protection R4 (PIFSX)
On
Dec 21
:
7.54
0.04
(0.53%)
MORE ON PIFSX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
3
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
5.69%
Worst 1 Yr Total Return
(2008)
:
-18.39%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PIFSX
Category
Alpha (against Standard Index)
-11.11
-3.31
Beta (against Standard Index)
1.56
1.62
Mean Annual Return
-3.04
0.46
R-squared (against Standard Index)
40
54.38
Standard Deviation
10.21
9.18
Sharpe Ratio
-0.47
N/A
Treynor Ratio
-3.40
N/A
5 Years
Statistic
PIFSX
Category
Alpha (against Standard Index)
N/A
-1.69
Beta (against Standard Index)
N/A
1.52
Mean Annual Return
N/A
0.42
R-squared (against Standard Index)
N/A
56.44
Standard Deviation
N/A
7.42
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
10 Years
Statistic
PIFSX
Category
Alpha (against Standard Index)
N/A
-0.86
Beta (against Standard Index)
N/A
1.34
Mean Annual Return
N/A
0.56
R-squared (against Standard Index)
N/A
57.15
Standard Deviation
N/A
6.77
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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