Dow Down0.14% Nasdaq Down0.04%

PIMCO Total Return D (PTTDX)

10.10 Up 0.04(0.40%) Jan 23

Risk as of Dec 30, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:5
Number of Years Up16
Number of Years Down2
Best 1 Yr Total Return(Dec 30, 2009):13.50%
Worst 1 Yr Total Return(Dec 30, 2013):-2.21%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticPTTDXCategory
Alpha (against Standard Index)-0.600.03
Beta (against Standard Index)0.990.89
Mean Annual Return0.200.23
R-squared (against Standard Index)78.1885.46
Standard Deviation3.372.94
Sharpe Ratio0.670.90
Treynor Ratio2.262.98
5 Years
StatisticPTTDXCategory
Alpha (against Standard Index)0.470.52
Beta (against Standard Index)1.100.93
Mean Annual Return0.250.22
R-squared (against Standard Index)77.8984.37
Standard Deviation3.632.97
Sharpe Ratio0.780.85
Treynor Ratio2.542.77
10 Years
StatisticPTTDXCategory
Alpha (against Standard Index)0.950.06
Beta (against Standard Index)1.000.92
Mean Annual Return0.440.34
R-squared (against Standard Index)67.0365.95
Standard Deviation4.063.95
Sharpe Ratio1.120.89
Treynor Ratio4.593.75