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Principal SmallCap Value II J (PSMJX)
On
Dec 30
:
7.68
0.01
(0.13%)
MORE ON PSMJX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Number of Years Up:
0
Number of Years Down:
0
Best 1 Yr Total Return
()
:
N/A
Worst 1 Yr Total Return
()
:
N/A
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PSMJX
Category
Alpha (against Standard Index)
-2.62
-0.27
Beta (against Standard Index)
1.24
1.17
Mean Annual Return
-10.95
-0.44
R-squared (against Standard Index)
86
84.58
Standard Deviation
26.40
25.23
Sharpe Ratio
-0.39
N/A
Treynor Ratio
-10.69
N/A
5 Years
Statistic
PSMJX
Category
Alpha (against Standard Index)
-0.74
0.26
Beta (against Standard Index)
1.27
1.19
Mean Annual Return
-1.47
0.18
R-squared (against Standard Index)
84
81.92
Standard Deviation
22.27
21.20
Sharpe Ratio
-0.09
N/A
Treynor Ratio
-3.51
N/A
10 Years
Statistic
PSMJX
Category
Alpha (against Standard Index)
N/A
8.93
Beta (against Standard Index)
N/A
0.95
Mean Annual Return
N/A
0.82
R-squared (against Standard Index)
N/A
64.94
Standard Deviation
N/A
19.09
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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