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Principal Real Estate Securities A (PRRAX)
On
Jan 6
:
13.04
0.04
(0.31%)
MORE ON PRRAX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Low
Number of Years Up:
1
Number of Years Down:
2
Best 1 Yr Total Return
(2006)
:
35.68%
Worst 1 Yr Total Return
(2008)
:
-32.89%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PRRAX
Category
Alpha (against Standard Index)
-1.00
-1.50
Beta (against Standard Index)
1.47
1.61
Mean Annual Return
-13.36
-0.77
R-squared (against Standard Index)
67
67.75
Standard Deviation
35.55
38.87
Sharpe Ratio
-0.28
N/A
Treynor Ratio
-10.67
N/A
5 Years
Statistic
PRRAX
Category
Alpha (against Standard Index)
4.44
2.65
Beta (against Standard Index)
1.47
1.60
Mean Annual Return
1.64
0.34
R-squared (against Standard Index)
65
66.27
Standard Deviation
29.21
31.51
Sharpe Ratio
0.11
N/A
Treynor Ratio
-0.92
N/A
10 Years
Statistic
PRRAX
Category
Alpha (against Standard Index)
N/A
11.10
Beta (against Standard Index)
N/A
0.89
Mean Annual Return
N/A
1.01
R-squared (against Standard Index)
N/A
36.04
Standard Deviation
N/A
24.18
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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