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Friday, December 25, 2009, 7:21AM ET - U.S. Markets Closed for Christmas. Dow Up 0.51% Nasdaq Up 0.71%
Touchstone Ultra Short Dur Fixed Inc Z (TSDOX)On Dec 24: 9.68   0.00 (0.00%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Average
Number of Years Up:5
Number of Years Down:0
Best 1 Yr Total Return (2006):5.27%
Worst 1 Yr Total Return (2008):0.53%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticTSDOXCategory
Alpha (against Standard Index)0.09-1.68
Beta (against Standard Index)0.110.05
Mean Annual Return2.820.07
R-squared (against Standard Index)88.12
Standard Deviation1.733.09
Sharpe Ratio0.32N/A
Treynor Ratio4.83N/A
5 Years
StatisticTSDOXCategory
Alpha (against Standard Index)0.01-1.28
Beta (against Standard Index)0.120.07
Mean Annual Return3.280.15
R-squared (against Standard Index)109.80
Standard Deviation1.412.39
Sharpe Ratio0.21N/A
Treynor Ratio2.51N/A
10 Years
StatisticTSDOXCategory
Alpha (against Standard Index)0.27-0.23
Beta (against Standard Index)0.090.11
Mean Annual Return3.520.25
R-squared (against Standard Index)1012.25
Standard Deviation1.181.84
Sharpe Ratio0.54N/A
Treynor Ratio6.59N/A

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