• FirefoxUpgrade to the new Firefox »
  •  Dow Up1.69% Nasdaq Up2.12%

    Principal SmallCap S&P 600 Index R4 (PSSSX)

    24.12 Down 0.97(3.87%) Dec 17

    Risk as of Nov 29, 2014Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up10
    Number of Years Down3
    Best 1 Yr Total Return(Dec 30, 2013):40.43%
    Worst 1 Yr Total Return(Dec 30, 2008):-31.38%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-4.59-6.56
    Beta (against Standard Index)1.171.19
    Mean Annual Return1.521.40
    R-squared (against Standard Index)71.1671.52
    Standard Deviation12.5212.81
    Sharpe Ratio1.451.32
    Treynor Ratio16.1714.45
    5 Years
    Alpha (against Standard Index)-0.98-3.11
    Beta (against Standard Index)1.211.23
    Mean Annual Return1.501.35
    R-squared (against Standard Index)82.9382.86
    Standard Deviation17.2017.57
    Sharpe Ratio1.040.92
    Treynor Ratio14.7212.80
    10 Years
    Alpha (against Standard Index)-0.35-0.93
    Beta (against Standard Index)1.181.18
    Mean Annual Return0.820.77
    R-squared (against Standard Index)83.7682.94
    Standard Deviation19.0319.07
    Sharpe Ratio0.440.41
    Treynor Ratio5.785.30