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Wednesday, December 30, 2009, 9:55PM ET - U.S. Markets Closed. Dow Up 0.03% Nasdaq Up 0.13%
Principal SmallCap Value II J (PSMJX)On Dec 30: 7.68  Down 0.01 (0.13%)  
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Risk  As of 30-Nov-09Get 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
StatisticPSMJXCategory
Alpha (against Standard Index)-2.62-0.27
Beta (against Standard Index)1.241.17
Mean Annual Return-10.95-0.44
R-squared (against Standard Index)8684.58
Standard Deviation26.4025.23
Sharpe Ratio-0.39N/A
Treynor Ratio-10.69N/A
5 Years
StatisticPSMJXCategory
Alpha (against Standard Index)-0.740.26
Beta (against Standard Index)1.271.19
Mean Annual Return-1.470.18
R-squared (against Standard Index)8481.92
Standard Deviation22.2721.20
Sharpe Ratio-0.09N/A
Treynor Ratio-3.51N/A
10 Years
StatisticPSMJXCategory
Alpha (against Standard Index)N/A8.93
Beta (against Standard Index)N/A0.95
Mean Annual ReturnN/A0.82
R-squared (against Standard Index)N/A64.94
Standard DeviationN/A19.09
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

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