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Principal MidCap Growth III B (PPGFX)
On
Feb 9
:
7.47
0.13
(1.77%)
MORE ON PPGFX
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Risk
As of 31-Jan-10
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
(2009)
:
43.20%
Worst 1 Yr Total Return
(2008)
:
-49.16%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PPGFX
Category
Alpha (against Standard Index)
3.56
3.29
Beta (against Standard Index)
1.18
1.09
Mean Annual Return
-6.35
-0.24
R-squared (against Standard Index)
86
84.34
Standard Deviation
25.34
23.72
Sharpe Ratio
-0.21
N/A
Treynor Ratio
-7.05
N/A
5 Years
Statistic
PPGFX
Category
Alpha (against Standard Index)
1.20
2.14
Beta (against Standard Index)
1.21
1.12
Mean Annual Return
0.07
0.29
R-squared (against Standard Index)
82
80.68
Standard Deviation
21.41
20.05
Sharpe Ratio
-0.02
N/A
Treynor Ratio
-2.35
N/A
10 Years
Statistic
PPGFX
Category
Alpha (against Standard Index)
N/A
2.46
Beta (against Standard Index)
N/A
1.11
Mean Annual Return
N/A
0.23
R-squared (against Standard Index)
N/A
62.15
Standard Deviation
N/A
22.86
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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