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Nicholas-Applegate US Sys Lg Cp Gr I (NLCIX)

On Dec 7: 16.74   0.06 (0.36%)

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Risk  As of 31-Oct-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Above average Number of Years Up: 4 Number of Years Down: 1 Best 1 Yr Total Return (2007): 17.98% Worst 1 Yr Total Return (2008): -41.34% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic NLCIX Category Alpha (against Standard Index) 0.30 2.45 Beta (against Standard Index) 0.93 1.00 Mean Annual Return -6.25 -0.24 R-squared (against Standard Index) 87 88.47 Standard Deviation 19.53 20.84 Sharpe Ratio -0.35 N/A Treynor Ratio -9.30 N/A 5 Years Statistic NLCIX Category Alpha (against Standard Index) 0.75 0.94 Beta (against Standard Index) 0.97 1.01 Mean Annual Return 1.03 0.21 R-squared (against Standard Index) 87 86.37 Standard Deviation 16.51 17.46 Sharpe Ratio -0.03 N/A Treynor Ratio -2.06 N/A 10 Years Statistic NLCIX Category Alpha (against Standard Index) -4.16 0.18 Beta (against Standard Index) 1.16 1.04 Mean Annual Return -6.61 0.04 R-squared (against Standard Index) 66 78.62 Standard Deviation 22.86 19.22 Sharpe Ratio -0.31 N/A Treynor Ratio -8.30 N/A
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