Dow Down0.13% Nasdaq Up0.14%

Payden Emerging Markets Bond (PYEMX)

13.93 Up 0.02(0.14%) Jul 29

Risk as of Jun 29, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:2
Number of Years Up14
Number of Years Down3
Best 1 Yr Total Return(Dec 30, 2009):28.89%
Worst 1 Yr Total Return(Dec 30, 2008):-10.29%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticPYEMXCategory
Alpha (against Standard Index)1.40-0.68
Beta (against Standard Index)0.950.84
Mean Annual Return0.440.23
R-squared (against Standard Index)15.7010.48
Standard Deviation6.367.38
Sharpe Ratio0.810.40
Treynor Ratio5.333.47
5 Years
StatisticPYEMXCategory
Alpha (against Standard Index)1.190.03
Beta (against Standard Index)1.120.95
Mean Annual Return0.450.30
R-squared (against Standard Index)15.7610.83
Standard Deviation7.798.48
Sharpe Ratio0.680.44
Treynor Ratio4.563.76
10 Years
StatisticPYEMXCategory
Alpha (against Standard Index)0.52-0.61
Beta (against Standard Index)1.471.64
Mean Annual Return0.630.59
R-squared (against Standard Index)26.3124.55
Standard Deviation9.2410.81
Sharpe Ratio0.710.58
Treynor Ratio4.333.58