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Nicholas-Applegate US Convertible I (NIGIX)
On
Dec 23
:
25.06
0.14
(0.56%)
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Research Reports
Risk
As of 30-Nov-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
(2007)
:
16.24%
Worst 1 Yr Total Return
(2008)
:
-28.83%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
NIGIX
Category
Alpha (against Standard Index)
2.84
-0.95
Beta (against Standard Index)
1.12
1.21
Mean Annual Return
3.42
0.07
R-squared (against Standard Index)
86
80.73
Standard Deviation
16.05
17.91
Sharpe Ratio
0.15
N/A
Treynor Ratio
1.03
N/A
5 Years
Statistic
NIGIX
Category
Alpha (against Standard Index)
1.56
-2.13
Beta (against Standard Index)
1.13
1.20
Mean Annual Return
6.44
0.30
R-squared (against Standard Index)
85
79.99
Standard Deviation
13.18
14.54
Sharpe Ratio
0.32
N/A
Treynor Ratio
3.06
N/A
10 Years
Statistic
NIGIX
Category
Alpha (against Standard Index)
-0.28
-0.63
Beta (against Standard Index)
1.24
1.19
Mean Annual Return
4.43
0.43
R-squared (against Standard Index)
58
71.60
Standard Deviation
16.12
14.11
Sharpe Ratio
0.17
N/A
Treynor Ratio
1.22
N/A
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