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Thursday, December 24, 2009, 7:51PM ET - U.S. Markets closed early today. Dow Up 0.51% Nasdaq Up 0.71%
Target Mortgage Backed Securities T (TGMBX)On Dec 24: 9.99  Down 0.02 (0.20%)  
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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):5.77%
Worst 1 Yr Total Return (2008):-2.28%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticTGMBXCategory
Alpha (against Standard Index)2.650.23
Beta (against Standard Index)0.490.76
Mean Annual Return7.010.46
R-squared (against Standard Index)2364.12
Standard Deviation4.053.94
Sharpe Ratio1.10N/A
Treynor Ratio9.68N/A
5 Years
StatisticTGMBXCategory
Alpha (against Standard Index)1.16-0.23
Beta (against Standard Index)0.570.78
Mean Annual Return5.590.39
R-squared (against Standard Index)3369.48
Standard Deviation3.433.41
Sharpe Ratio0.71N/A
Treynor Ratio4.60N/A
10 Years
StatisticTGMBXCategory
Alpha (against Standard Index)0.82-0.47
Beta (against Standard Index)0.610.84
Mean Annual Return5.910.44
R-squared (against Standard Index)5378.01
Standard Deviation3.123.66
Sharpe Ratio0.92N/A
Treynor Ratio4.91N/A

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