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Wednesday, December 23, 2009, 7:54PM ET - U.S. Markets Closed. Dow Up 0.01% Nasdaq Up 0.75%
Nicholas-Applegate US Convertible I (NIGIX)On Dec 23: 25.06  Up 0.14 (0.56%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Average
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2007):16.24%
Worst 1 Yr Total Return (2008):-28.83%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticNIGIXCategory
Alpha (against Standard Index)2.84-0.95
Beta (against Standard Index)1.121.21
Mean Annual Return3.420.07
R-squared (against Standard Index)8680.73
Standard Deviation16.0517.91
Sharpe Ratio0.15N/A
Treynor Ratio1.03N/A
5 Years
StatisticNIGIXCategory
Alpha (against Standard Index)1.56-2.13
Beta (against Standard Index)1.131.20
Mean Annual Return6.440.30
R-squared (against Standard Index)8579.99
Standard Deviation13.1814.54
Sharpe Ratio0.32N/A
Treynor Ratio3.06N/A
10 Years
StatisticNIGIXCategory
Alpha (against Standard Index)-0.28-0.63
Beta (against Standard Index)1.241.19
Mean Annual Return4.430.43
R-squared (against Standard Index)5871.60
Standard Deviation16.1214.11
Sharpe Ratio0.17N/A
Treynor Ratio1.22N/A

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