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Nicholas-Applegate Intl Growth Opp I (NAGPX)On Jan 6: 27.00  Up 0.10 (0.37%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Average
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2006):29.25%
Worst 1 Yr Total Return (2008):-48.32%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticNAGPXCategory
Alpha (against Standard Index)5.301.55
Beta (against Standard Index)1.081.10
Mean Annual Return-1.72-0.14
R-squared (against Standard Index)8790.55
Standard Deviation27.5427.91
Sharpe Ratio0.00N/A
Treynor Ratio-3.71N/A
5 Years
StatisticNAGPXCategory
Alpha (against Standard Index)5.292.92
Beta (against Standard Index)1.101.12
Mean Annual Return9.210.78
R-squared (against Standard Index)8689.30
Standard Deviation23.3023.42
Sharpe Ratio0.37N/A
Treynor Ratio5.65N/A
10 Years
StatisticNAGPXCategory
Alpha (against Standard Index)4.902.74
Beta (against Standard Index)1.091.12
Mean Annual Return5.910.53
R-squared (against Standard Index)7077.33
Standard Deviation23.4023.05
Sharpe Ratio0.24N/A
Treynor Ratio2.75N/A

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