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Sunday, December 27, 2009, 3:51AM ET - U.S. Markets Closed. Dow  0.51% Nasdaq  0.71%

Nicholas-Applegate US Micro Cap I (NAMCX)

On Dec 24: 11.37   0.05 (0.44%)

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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 (2006): 12.76% Worst 1 Yr Total Return (2008): -38.87% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic NAMCX Category Alpha (against Standard Index) 1.12 0.16 Beta (against Standard Index) 1.16 1.12 Mean Annual Return -6.84 -0.38 R-squared (against Standard Index) 81 84.86 Standard Deviation 25.39 24.29 Sharpe Ratio -0.24 N/A Treynor Ratio -7.89 N/A 5 Years Statistic NAMCX Category Alpha (against Standard Index) 1.49 -0.01 Beta (against Standard Index) 1.21 1.17 Mean Annual Return 0.81 0.16 R-squared (against Standard Index) 76 80.32 Standard Deviation 22.21 20.99 Sharpe Ratio 0.02 N/A Treynor Ratio -1.80 N/A 10 Years Statistic NAMCX Category Alpha (against Standard Index) 7.20 4.06 Beta (against Standard Index) 1.24 1.16 Mean Annual Return 2.85 0.37 R-squared (against Standard Index) 42 57.27 Standard Deviation 30.86 25.21 Sharpe Ratio 0.15 N/A Treynor Ratio -0.06 N/A
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