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    Pax Balanced Individual Investor (PAXWX)

    22.42 0.00(0.00%) Jul 26

    Risk as of Jun 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up35
    Number of Years Down9
    Best 1 Yr Total Return(Dec 30, 2009):21.35%
    Worst 1 Yr Total Return(Dec 30, 2008):-30.72%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)1.230.06
    Beta (against Standard Index)1.031.04
    Mean Annual Return0.590.50
    R-squared (against Standard Index)91.9291.53
    Standard Deviation7.507.61
    Sharpe Ratio0.930.79
    Treynor Ratio6.775.67
    5 Years
    Alpha (against Standard Index)-0.820.11
    Beta (against Standard Index)1.171.04
    Mean Annual Return0.510.53
    R-squared (against Standard Index)92.1892.65
    Standard Deviation9.558.54
    Sharpe Ratio0.630.75
    Treynor Ratio4.925.91
    10 Years
    Alpha (against Standard Index)-1.69-0.71
    Beta (against Standard Index)1.131.06
    Mean Annual Return0.420.48
    R-squared (against Standard Index)93.0493.60
    Standard Deviation11.6210.86
    Sharpe Ratio0.360.44
    Treynor Ratio3.144.13