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Principal Intl Emerging Markets A (PRIAX)
On
Dec 4
:
22.98
0.10
(0.44%)
MORE ON PRIAX
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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:
2
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
41.05%
Worst 1 Yr Total Return
(2008)
:
-54.75%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PRIAX
Category
Alpha (against Standard Index)
11.83
12.35
Beta (against Standard Index)
1.27
1.29
Mean Annual Return
2.61
0.71
R-squared (against Standard Index)
86
87.52
Standard Deviation
32.82
33.07
Sharpe Ratio
0.17
N/A
Treynor Ratio
0.15
N/A
5 Years
Statistic
PRIAX
Category
Alpha (against Standard Index)
10.40
9.15
Beta (against Standard Index)
1.32
1.29
Mean Annual Return
15.60
1.44
R-squared (against Standard Index)
85
85.78
Standard Deviation
28.22
27.65
Sharpe Ratio
0.56
N/A
Treynor Ratio
9.57
N/A
10 Years
Statistic
PRIAX
Category
Alpha (against Standard Index)
N/A
9.81
Beta (against Standard Index)
N/A
1.23
Mean Annual Return
N/A
1.14
R-squared (against Standard Index)
N/A
76.71
Standard Deviation
N/A
25.41
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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