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UBS Global Bond A (BNGBX)
On
Dec 11
:
7.71
0.03
(0.39%)
MORE ON BNGBX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2004)
:
6.92%
Worst 1 Yr Total Return
(2008)
:
-7.80%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
BNGBX
Category
Alpha (against Standard Index)
-7.22
-1.26
Beta (against Standard Index)
1.53
1.48
Mean Annual Return
0.88
0.58
R-squared (against Standard Index)
59
50.87
Standard Deviation
8.12
8.83
Sharpe Ratio
-0.13
N/A
Treynor Ratio
-0.91
N/A
5 Years
Statistic
BNGBX
Category
Alpha (against Standard Index)
-5.00
-1.05
Beta (against Standard Index)
1.27
1.29
Mean Annual Return
0.89
0.42
R-squared (against Standard Index)
48
44.83
Standard Deviation
6.69
7.36
Sharpe Ratio
-0.27
N/A
Treynor Ratio
-1.65
N/A
10 Years
Statistic
BNGBX
Category
Alpha (against Standard Index)
-2.84
0.03
Beta (against Standard Index)
1.29
1.06
Mean Annual Return
4.32
0.55
R-squared (against Standard Index)
43
39.47
Standard Deviation
7.37
6.68
Sharpe Ratio
0.22
N/A
Treynor Ratio
1.08
N/A
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