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Nicholas-Applegate Global Select I (NACHX)

On Dec 4: 0.44   0.00 (0.00%)

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Risk  As of 31-Oct-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Above average Number of Years Up: 4 Number of Years Down: 1 Best 1 Yr Total Return (2006): 17.64% Worst 1 Yr Total Return (2008): -45.12% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic NACHX Category Alpha (against Standard Index) -2.12 -0.56 Beta (against Standard Index) 0.87 0.91 Mean Annual Return -6.20 -0.21 R-squared (against Standard Index) 90 90.41 Standard Deviation 21.95 22.89 Sharpe Ratio -0.29 N/A Treynor Ratio -9.91 N/A 5 Years Statistic NACHX Category Alpha (against Standard Index) -1.49 -1.40 Beta (against Standard Index) 0.89 0.90 Mean Annual Return 3.31 0.44 R-squared (against Standard Index) 89 89.02 Standard Deviation 18.68 19.07 Sharpe Ratio 0.11 N/A Treynor Ratio 0.32 N/A 10 Years Statistic NACHX Category Alpha (against Standard Index) 2.16 0.66 Beta (against Standard Index) 1.04 0.93 Mean Annual Return 3.47 0.36 R-squared (against Standard Index) 70 79.68 Standard Deviation 22.31 19.07 Sharpe Ratio 0.13 N/A Treynor Ratio 0.48 N/A
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