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Pioneer Independence B (INDBX)
On
Dec 4
:
9.47
0.06
(0.64%)
MORE ON INDBX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Number of Years Up:
0
Number of Years Down:
1
Best 1 Yr Total Return
(2008)
:
-49.29%
Worst 1 Yr Total Return
(2008)
:
-49.29%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
INDBX
Category
Alpha (against Standard Index)
0.32
2.45
Beta (against Standard Index)
1.18
1.00
Mean Annual Return
-9.15
-0.24
R-squared (against Standard Index)
82
88.47
Standard Deviation
25.27
20.84
Sharpe Ratio
-0.35
N/A
Treynor Ratio
-9.83
N/A
5 Years
Statistic
INDBX
Category
Alpha (against Standard Index)
0.16
0.94
Beta (against Standard Index)
1.18
1.01
Mean Annual Return
-0.60
0.21
R-squared (against Standard Index)
83
86.37
Standard Deviation
20.61
17.46
Sharpe Ratio
-0.07
N/A
Treynor Ratio
-3.08
N/A
10 Years
Statistic
INDBX
Category
Alpha (against Standard Index)
2.02
0.18
Beta (against Standard Index)
1.05
1.04
Mean Annual Return
0.51
0.04
R-squared (against Standard Index)
84
78.62
Standard Deviation
18.54
19.22
Sharpe Ratio
-0.04
N/A
Treynor Ratio
-2.34
N/A
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