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Pioneer Growth Opportunities B (GOFBX)
On
Dec 18
:
19.19
0.15
(0.79%)
MORE ON GOFBX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2004)
:
21.21%
Worst 1 Yr Total Return
(2008)
:
-36.41%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
GOFBX
Category
Alpha (against Standard Index)
-0.76
0.16
Beta (against Standard Index)
1.07
1.12
Mean Annual Return
-7.58
-0.38
R-squared (against Standard Index)
82
84.86
Standard Deviation
23.42
24.29
Sharpe Ratio
-0.32
N/A
Treynor Ratio
-9.21
N/A
5 Years
Statistic
GOFBX
Category
Alpha (against Standard Index)
-2.33
-0.01
Beta (against Standard Index)
1.12
1.17
Mean Annual Return
-2.45
0.16
R-squared (against Standard Index)
77
80.32
Standard Deviation
20.34
20.99
Sharpe Ratio
-0.17
N/A
Treynor Ratio
-4.86
N/A
10 Years
Statistic
GOFBX
Category
Alpha (against Standard Index)
3.79
4.06
Beta (against Standard Index)
1.14
1.16
Mean Annual Return
1.59
0.37
R-squared (against Standard Index)
64
57.27
Standard Deviation
23.07
25.21
Sharpe Ratio
0.06
N/A
Treynor Ratio
-1.17
N/A
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