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Nicholas-Applegate US Emerging Growth R (NARRX)
On
Dec 2
:
10.11
0.12
(1.20%)
MORE ON NARRX
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Research Reports
Risk
As of 31-Oct-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)
:
19.92%
Worst 1 Yr Total Return
(2008)
:
-46.69%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
NARRX
Category
Alpha (against Standard Index)
5.62
1.71
Beta (against Standard Index)
1.33
1.15
Mean Annual Return
-6.01
-0.40
R-squared (against Standard Index)
86
85.55
Standard Deviation
27.95
24.28
Sharpe Ratio
-0.17
N/A
Treynor Ratio
-6.35
N/A
5 Years
Statistic
NARRX
Category
Alpha (against Standard Index)
5.13
1.12
Beta (against Standard Index)
1.36
1.19
Mean Annual Return
3.39
0.21
R-squared (against Standard Index)
81
81.02
Standard Deviation
24.01
21.15
Sharpe Ratio
0.14
N/A
Treynor Ratio
0.27
N/A
10 Years
Statistic
NARRX
Category
Alpha (against Standard Index)
3.76
5.25
Beta (against Standard Index)
1.30
1.18
Mean Annual Return
-1.08
0.43
R-squared (against Standard Index)
48
56.73
Standard Deviation
29.96
25.52
Sharpe Ratio
0.01
N/A
Treynor Ratio
-3.12
N/A
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