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Nicholas-Applegate US Emerging Growth I (NAGQX)
On
Dec 29
:
11.11
0.01
(0.09%)
MORE ON NAGQX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
20.29%
Worst 1 Yr Total Return
(2008)
:
-46.58%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
NAGQX
Category
Alpha (against Standard Index)
4.84
0.16
Beta (against Standard Index)
1.31
1.12
Mean Annual Return
-4.90
-0.38
R-squared (against Standard Index)
86
84.86
Standard Deviation
28.05
24.29
Sharpe Ratio
-0.12
N/A
Treynor Ratio
-5.48
N/A
5 Years
Statistic
NAGQX
Category
Alpha (against Standard Index)
4.14
-0.01
Beta (against Standard Index)
1.33
1.17
Mean Annual Return
3.00
0.16
R-squared (against Standard Index)
80
80.32
Standard Deviation
23.83
20.99
Sharpe Ratio
0.12
N/A
Treynor Ratio
0.01
N/A
10 Years
Statistic
NAGQX
Category
Alpha (against Standard Index)
2.59
4.06
Beta (against Standard Index)
1.28
1.16
Mean Annual Return
-1.61
0.37
R-squared (against Standard Index)
49
57.27
Standard Deviation
29.73
25.21
Sharpe Ratio
-0.01
N/A
Treynor Ratio
-3.53
N/A
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