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PIMCO All Asset Instl (PAAIX)

11.50 0.00(0.00%) Oct 20

Risk as of Sep 29, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up11
Number of Years Down2
Best 1 Yr Total Return(Dec 30, 2009):22.99%
Worst 1 Yr Total Return(Dec 30, 2008):-15.48%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)-3.21-2.23
Beta (against Standard Index)1.020.88
Mean Annual Return0.190.21
R-squared (against Standard Index)72.5866.91
Standard Deviation8.017.40
Sharpe Ratio0.270.35
Treynor Ratio1.803.04
5 Years
Alpha (against Standard Index)-3.24-2.12
Beta (against Standard Index)0.980.85
Mean Annual Return0.430.43
R-squared (against Standard Index)76.3570.40
Standard Deviation8.107.38
Sharpe Ratio0.620.71
Treynor Ratio4.885.89
10 Years
Alpha (against Standard Index)0.16-1.37
Beta (against Standard Index)0.840.85
Mean Annual Return0.450.33
R-squared (against Standard Index)73.1775.61
Standard Deviation9.699.62
Sharpe Ratio0.470.36
Treynor Ratio5.034.06