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UBS US Bond Y (BPBDX)
On
Jan 6
:
8.47
0.01
(0.12%)
MORE ON BPBDX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
4.35%
Worst 1 Yr Total Return
(2008)
:
-14.01%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
BPBDX
Category
Alpha (against Standard Index)
-5.95
-1.73
Beta (against Standard Index)
0.69
1.02
Mean Annual Return
-1.05
0.39
R-squared (against Standard Index)
28
59.65
Standard Deviation
5.35
5.93
Sharpe Ratio
-0.58
N/A
Treynor Ratio
-4.81
N/A
5 Years
Statistic
BPBDX
Category
Alpha (against Standard Index)
-3.63
-1.13
Beta (against Standard Index)
0.67
0.98
Mean Annual Return
0.88
0.35
R-squared (against Standard Index)
31
61.85
Standard Deviation
4.37
4.90
Sharpe Ratio
-0.45
N/A
Treynor Ratio
-3.18
N/A
10 Years
Statistic
BPBDX
Category
Alpha (against Standard Index)
-1.91
-0.67
Beta (against Standard Index)
0.86
0.96
Mean Annual Return
3.91
0.46
R-squared (against Standard Index)
58
70.95
Standard Deviation
4.27
4.48
Sharpe Ratio
0.24
N/A
Treynor Ratio
1.15
N/A
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