Finance Home
-
My Yahoo
-
Yahoo!
-
Help
Thursday, December 10, 2009, 2:01PM ET - U.S. Markets close in 1 hour and 59 minutes.
Dow
0.67%
Nasdaq
0.52%
Home
Investing
Market Overview
Market Stats
Stocks
Mutual Funds
ETFs
Bonds
Options
Industries
Currencies
New!
Education
News & Opinion
Markets
Investing Ideas
Expert Advice
Special Editions
Company Finances
Providers
Personal Finance
Banking & Budgeting
Career & Work
College & Education
Family & Home
Insurance
Loans
Real Estate
Retirement
Taxes
How-to Guides
My Portfolios
Sign In to Create/Edit My Portfolios
Free trial of Real-Time Quotes
Tech Ticker
Get Quotes
Finance Search
PIMCO Global Bond (Unhedged) Admin (PADMX)
On
Dec 9
:
9.73
0.18
(1.82%)
MORE ON PADMX
Quotes
Summary
Historical Prices
Charts
Interactive
Basic Chart
Basic Tech. Analysis
News & Info
Headlines
Message Board
Fund
Profile
Performance
Holdings
Risk
Purchase Info
Analyst
Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2004)
:
11.30%
Worst 1 Yr Total Return
(2005)
:
-6.59%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PADMX
Category
Alpha (against Standard Index)
-1.39
-1.14
Beta (against Standard Index)
1.93
1.47
Mean Annual Return
8.20
0.58
R-squared (against Standard Index)
55
50.46
Standard Deviation
10.66
8.81
Sharpe Ratio
0.57
N/A
Treynor Ratio
2.99
N/A
5 Years
Statistic
PADMX
Category
Alpha (against Standard Index)
-0.40
-0.18
Beta (against Standard Index)
1.59
1.21
Mean Annual Return
5.54
0.44
R-squared (against Standard Index)
42
39.58
Standard Deviation
8.97
7.42
Sharpe Ratio
0.31
N/A
Treynor Ratio
1.58
N/A
10 Years
Statistic
PADMX
Category
Alpha (against Standard Index)
-0.68
-0.04
Beta (against Standard Index)
1.50
1.06
Mean Annual Return
7.04
0.53
R-squared (against Standard Index)
46
39.24
Standard Deviation
8.26
6.67
Sharpe Ratio
0.51
N/A
Treynor Ratio
2.71
N/A
Add to Portfolio
Set Alert
Email to a Friend
Get
Risk
for Another Symbol:
Symbol Lookup
Help with Risk Statistics
Planning Center