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Principal Diversified Intl A (PRWLX)
On
Dec 2
:
9.31
0.01
(0.11%)
MORE ON PRWLX
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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
(2006)
:
27.14%
Worst 1 Yr Total Return
(2008)
:
-46.57%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PRWLX
Category
Alpha (against Standard Index)
-2.28
-0.52
Beta (against Standard Index)
1.02
1.01
Mean Annual Return
-7.75
-0.25
R-squared (against Standard Index)
96
96.20
Standard Deviation
25.10
24.79
Sharpe Ratio
-0.29
N/A
Treynor Ratio
-9.93
N/A
5 Years
Statistic
PRWLX
Category
Alpha (against Standard Index)
0.17
-0.43
Beta (against Standard Index)
1.05
1.01
Mean Annual Return
5.15
0.55
R-squared (against Standard Index)
95
95.85
Standard Deviation
21.34
20.52
Sharpe Ratio
0.21
N/A
Treynor Ratio
2.02
N/A
10 Years
Statistic
PRWLX
Category
Alpha (against Standard Index)
N/A
-0.03
Beta (against Standard Index)
N/A
1.01
Mean Annual Return
N/A
0.31
R-squared (against Standard Index)
N/A
92.22
Standard Deviation
N/A
19.09
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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