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Principal Preferred Securities C (PRFCX)
On
Dec 24
:
9.13
0.01
(0.11%)
MORE ON PRFCX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Number of Years Up:
0
Number of Years Down:
1
Best 1 Yr Total Return
(2008)
:
-23.00%
Worst 1 Yr Total Return
(2008)
:
-23.00%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PRFCX
Category
Alpha (against Standard Index)
-9.92
-1.73
Beta (against Standard Index)
2.35
1.02
Mean Annual Return
-0.73
0.39
R-squared (against Standard Index)
18
59.65
Standard Deviation
22.67
5.93
Sharpe Ratio
-0.02
N/A
Treynor Ratio
-1.28
N/A
5 Years
Statistic
PRFCX
Category
Alpha (against Standard Index)
-5.20
-1.13
Beta (against Standard Index)
1.98
0.98
Mean Annual Return
1.08
0.35
R-squared (against Standard Index)
17
61.85
Standard Deviation
17.60
4.90
Sharpe Ratio
-0.02
N/A
Treynor Ratio
-0.97
N/A
10 Years
Statistic
PRFCX
Category
Alpha (against Standard Index)
N/A
-0.67
Beta (against Standard Index)
N/A
0.96
Mean Annual Return
N/A
0.46
R-squared (against Standard Index)
N/A
70.95
Standard Deviation
N/A
4.48
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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