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Principal International Growth J (PITJX)
On
Dec 16
:
8.04
0.07
(0.88%)
MORE ON PITJX
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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
(2006)
:
23.32%
Worst 1 Yr Total Return
(2008)
:
-47.32%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PITJX
Category
Alpha (against Standard Index)
-4.81
1.72
Beta (against Standard Index)
0.99
1.03
Mean Annual Return
-10.14
-0.10
R-squared (against Standard Index)
94
93.99
Standard Deviation
24.55
25.56
Sharpe Ratio
-0.40
N/A
Treynor Ratio
-12.50
N/A
5 Years
Statistic
PITJX
Category
Alpha (against Standard Index)
-1.94
0.68
Beta (against Standard Index)
1.02
1.03
Mean Annual Return
1.95
0.57
R-squared (against Standard Index)
94
93.91
Standard Deviation
20.63
20.91
Sharpe Ratio
0.06
N/A
Treynor Ratio
-1.02
N/A
10 Years
Statistic
PITJX
Category
Alpha (against Standard Index)
N/A
-0.08
Beta (against Standard Index)
N/A
1.05
Mean Annual Return
N/A
0.29
R-squared (against Standard Index)
N/A
87.06
Standard Deviation
N/A
20.42
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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