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Nicholas-Applegate US High-Yield Bd I (NAHYX)
On
Dec 7
:
9.26
0.03
(0.33%)
MORE ON NAHYX
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Research Reports
Risk
As of 31-Oct-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)
:
9.84%
Worst 1 Yr Total Return
(2008)
:
-20.41%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
NAHYX
Category
Alpha (against Standard Index)
-0.55
-3.12
Beta (against Standard Index)
1.25
1.16
Mean Annual Return
5.77
0.31
R-squared (against Standard Index)
12
10.86
Standard Deviation
14.40
15.35
Sharpe Ratio
0.30
N/A
Treynor Ratio
2.68
N/A
5 Years
Statistic
NAHYX
Category
Alpha (against Standard Index)
1.42
-0.09
Beta (against Standard Index)
1.02
0.92
Mean Annual Return
5.97
0.40
R-squared (against Standard Index)
10
8.80
Standard Deviation
11.30
12.20
Sharpe Ratio
0.31
N/A
Treynor Ratio
2.90
N/A
10 Years
Statistic
NAHYX
Category
Alpha (against Standard Index)
1.87
0.55
Beta (against Standard Index)
0.53
0.51
Mean Annual Return
6.26
0.43
R-squared (against Standard Index)
4
3.74
Standard Deviation
9.45
10.75
Sharpe Ratio
0.38
N/A
Treynor Ratio
6.21
N/A
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