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PL Port Optimization Moderate C (POMCX)
On
Dec 9
:
10.30
0.01
(0.10%)
MORE ON POMCX
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Research Reports
Risk
As of 31-Oct-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)
:
10.67%
Worst 1 Yr Total Return
(2008)
:
-27.50%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
POMCX
Category
Alpha (against Standard Index)
-1.66
-2.88
Beta (against Standard Index)
1.12
1.08
Mean Annual Return
-1.53
-0.13
R-squared (against Standard Index)
97
93.44
Standard Deviation
14.92
14.69
Sharpe Ratio
-0.19
N/A
Treynor Ratio
-3.53
N/A
5 Years
Statistic
POMCX
Category
Alpha (against Standard Index)
-1.91
-2.47
Beta (against Standard Index)
1.10
1.06
Mean Annual Return
2.76
0.23
R-squared (against Standard Index)
96
92.52
Standard Deviation
12.02
11.89
Sharpe Ratio
0.04
N/A
Treynor Ratio
-0.24
N/A
10 Years
Statistic
POMCX
Category
Alpha (against Standard Index)
N/A
-2.17
Beta (against Standard Index)
N/A
1.05
Mean Annual Return
N/A
0.26
R-squared (against Standard Index)
N/A
86.72
Standard Deviation
N/A
11.31
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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