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PIMCO Total Return Instl (PTTRX)

9.98 Down 0.04(0.40%) Dec 9

Risk as of Nov 29, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:5
Number of Years Up25
Number of Years Down3
Best 1 Yr Total Return(Dec 30, 2009):13.83%
Worst 1 Yr Total Return(Dec 30, 2013):-1.92%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticPTTRXCategory
Alpha (against Standard Index)-0.650.16
Beta (against Standard Index)1.000.88
Mean Annual Return0.180.31
R-squared (against Standard Index)79.4280.76
Standard Deviation3.432.63
Sharpe Ratio0.591.39
Treynor Ratio1.984.20
5 Years
StatisticPTTRXCategory
Alpha (against Standard Index)0.740.54
Beta (against Standard Index)1.110.94
Mean Annual Return0.290.29
R-squared (against Standard Index)78.5480.32
Standard Deviation3.682.82
Sharpe Ratio0.901.19
Treynor Ratio2.993.73
10 Years
StatisticPTTRXCategory
Alpha (against Standard Index)1.150.06
Beta (against Standard Index)1.010.93
Mean Annual Return0.450.38
R-squared (against Standard Index)67.5864.39
Standard Deviation4.083.90
Sharpe Ratio1.140.98
Treynor Ratio4.684.08