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Tuesday, December 22, 2009, 10:28PM ET - U.S. Markets Closed. Dow Up 0.49% Nasdaq Up 0.67%
Touchstone Intermediate Fixed Income (TCFIX)On Dec 22: 8.75  Down 0.02 (0.23%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Above average
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2007):6.53%
Worst 1 Yr Total Return (2008):-0.56%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticTCFIXCategory
Alpha (against Standard Index)-5.08-1.73
Beta (against Standard Index)1.041.02
Mean Annual Return1.210.39
R-squared (against Standard Index)4959.65
Standard Deviation6.155.93
Sharpe Ratio-0.14N/A
Treynor Ratio-1.02N/A
5 Years
StatisticTCFIXCategory
Alpha (against Standard Index)-3.17-1.13
Beta (against Standard Index)1.000.98
Mean Annual Return2.150.35
R-squared (against Standard Index)5461.85
Standard Deviation5.054.90
Sharpe Ratio-0.14N/A
Treynor Ratio-0.84N/A
10 Years
StatisticTCFIXCategory
Alpha (against Standard Index)-2.02-0.67
Beta (against Standard Index)1.040.96
Mean Annual Return4.430.46
R-squared (against Standard Index)7170.95
Standard Deviation4.744.48
Sharpe Ratio0.33N/A
Treynor Ratio1.45N/A

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