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Thursday, December 24, 2009, 12:04AM ET - U.S. Markets open in 9 hours and 26 minutes. Dow Up 0.01% Nasdaq Up 0.75%
PIMCO All Asset Admin (PAALX)On Dec 23: 11.99  Up 0.02 (0.17%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Below average
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2004):11.54%
Worst 1 Yr Total Return (2008):-15.65%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticPAALXCategory
Alpha (against Standard Index)2.75-2.96
Beta (against Standard Index)0.901.07
Mean Annual Return3.85-0.09
R-squared (against Standard Index)8093.10
Standard Deviation13.3414.78
Sharpe Ratio0.18N/A
Treynor Ratio1.74N/A
5 Years
StatisticPAALXCategory
Alpha (against Standard Index)0.64-2.53
Beta (against Standard Index)0.861.06
Mean Annual Return5.160.24
R-squared (against Standard Index)7592.17
Standard Deviation10.5911.94
Sharpe Ratio0.25N/A
Treynor Ratio2.53N/A
10 Years
StatisticPAALXCategory
Alpha (against Standard Index)N/A-2.27
Beta (against Standard Index)N/A1.06
Mean Annual ReturnN/A0.27
R-squared (against Standard Index)N/A86.88
Standard DeviationN/A11.38
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

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