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Principal SmallCap Growth II A (PPSMX)
On
Dec 24
:
6.66
0.04
(0.60%)
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
2
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
7.99%
Worst 1 Yr Total Return
(2008)
:
-42.65%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PPSMX
Category
Alpha (against Standard Index)
-3.47
0.16
Beta (against Standard Index)
1.12
1.12
Mean Annual Return
-10.62
-0.38
R-squared (against Standard Index)
86
84.86
Standard Deviation
24.01
24.29
Sharpe Ratio
-0.44
N/A
Treynor Ratio
-11.51
N/A
5 Years
Statistic
PPSMX
Category
Alpha (against Standard Index)
-2.50
-0.01
Beta (against Standard Index)
1.17
1.17
Mean Annual Return
-2.83
0.16
R-squared (against Standard Index)
82
80.32
Standard Deviation
20.71
20.99
Sharpe Ratio
-0.17
N/A
Treynor Ratio
-4.97
N/A
10 Years
Statistic
PPSMX
Category
Alpha (against Standard Index)
N/A
4.06
Beta (against Standard Index)
N/A
1.16
Mean Annual Return
N/A
0.37
R-squared (against Standard Index)
N/A
57.27
Standard Deviation
N/A
25.21
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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