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PIMCO All Asset Instl (PAAIX)

12.47 Down 0.12(0.95%) Sep 18

Risk as of Aug 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up10
Number of Years Down1
Best 1 Yr Total Return(Dec 30, 2009):22.99%
Worst 1 Yr Total Return(Dec 30, 2008):-15.48%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticPAAIXCategory
Alpha (against Standard Index)-2.67-1.78
Beta (against Standard Index)0.930.88
Mean Annual Return0.610.64
R-squared (against Standard Index)83.5773.82
Standard Deviation8.018.00
Sharpe Ratio0.900.97
Treynor Ratio7.658.83
5 Years
StatisticPAAIXCategory
Alpha (against Standard Index)1.96-0.55
Beta (against Standard Index)0.660.88
Mean Annual Return0.740.71
R-squared (against Standard Index)64.6675.16
Standard Deviation7.038.52
Sharpe Ratio1.251.04
Treynor Ratio13.3211.32
10 Years
StatisticPAAIXCategory
Alpha (against Standard Index)0.64-2.14
Beta (against Standard Index)0.781.01
Mean Annual Return0.600.48
R-squared (against Standard Index)71.5885.01
Standard Deviation8.9210.50
Sharpe Ratio0.620.44
Treynor Ratio6.884.72