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Friday, December 11, 2009, 8:41PM ET - U.S. Markets Closed. Dow  0.63% Nasdaq  0.03%

Portfolio 21 R (PORTX)

On Dec 11: 29.64   0.09 (0.30%)

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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 (2006): 24.38% Worst 1 Yr Total Return (2008): -35.52% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic PORTX Category Alpha (against Standard Index) 2.16 0.27 Beta (against Standard Index) 0.84 0.91 Mean Annual Return -1.89 -0.17 R-squared (against Standard Index) 94 90.08 Standard Deviation 20.63 22.93 Sharpe Ratio -0.10 N/A Treynor Ratio -4.98 N/A 5 Years Statistic PORTX Category Alpha (against Standard Index) 0.58 -0.86 Beta (against Standard Index) 0.84 0.90 Mean Annual Return 4.72 0.41 R-squared (against Standard Index) 92 88.40 Standard Deviation 17.15 18.93 Sharpe Ratio 0.19 N/A Treynor Ratio 2.07 N/A 10 Years Statistic PORTX Category Alpha (against Standard Index) 2.04 0.53 Beta (against Standard Index) 0.91 0.92 Mean Annual Return 3.91 0.33 R-squared (against Standard Index) 81 79.83 Standard Deviation 18.21 18.84 Sharpe Ratio 0.14 N/A Treynor Ratio 1.08 N/A
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