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Nicholas-Applegate Intl Growth Opp I (NAGPX)
On
Jan 6
:
27.00
0.10
(0.37%)
MORE ON NAGPX
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Research Reports
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)
:
29.25%
Worst 1 Yr Total Return
(2008)
:
-48.32%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
NAGPX
Category
Alpha (against Standard Index)
5.30
1.55
Beta (against Standard Index)
1.08
1.10
Mean Annual Return
-1.72
-0.14
R-squared (against Standard Index)
87
90.55
Standard Deviation
27.54
27.91
Sharpe Ratio
0.00
N/A
Treynor Ratio
-3.71
N/A
5 Years
Statistic
NAGPX
Category
Alpha (against Standard Index)
5.29
2.92
Beta (against Standard Index)
1.10
1.12
Mean Annual Return
9.21
0.78
R-squared (against Standard Index)
86
89.30
Standard Deviation
23.30
23.42
Sharpe Ratio
0.37
N/A
Treynor Ratio
5.65
N/A
10 Years
Statistic
NAGPX
Category
Alpha (against Standard Index)
4.90
2.74
Beta (against Standard Index)
1.09
1.12
Mean Annual Return
5.91
0.53
R-squared (against Standard Index)
70
77.33
Standard Deviation
23.40
23.05
Sharpe Ratio
0.24
N/A
Treynor Ratio
2.75
N/A
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