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Allianz Glbl Inv Solutions Cr Allc B (PALBX)
On
Dec 4
:
9.98
0.01
(0.10%)
MORE ON PALBX
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Risk
As of 31-Oct-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
(2006)
:
10.86%
Worst 1 Yr Total Return
(2008)
:
-27.69%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PALBX
Category
Alpha (against Standard Index)
-1.85
-2.88
Beta (against Standard Index)
1.08
1.08
Mean Annual Return
-1.61
-0.13
R-squared (against Standard Index)
96
93.44
Standard Deviation
14.50
14.69
Sharpe Ratio
-0.21
N/A
Treynor Ratio
-3.72
N/A
5 Years
Statistic
PALBX
Category
Alpha (against Standard Index)
-1.86
-2.47
Beta (against Standard Index)
1.09
1.06
Mean Annual Return
2.80
0.23
R-squared (against Standard Index)
96
92.52
Standard Deviation
11.89
11.89
Sharpe Ratio
0.04
N/A
Treynor Ratio
-0.21
N/A
10 Years
Statistic
PALBX
Category
Alpha (against Standard Index)
-1.57
-2.17
Beta (against Standard Index)
1.08
1.05
Mean Annual Return
3.20
0.26
R-squared (against Standard Index)
95
86.72
Standard Deviation
10.99
11.31
Sharpe Ratio
0.08
N/A
Treynor Ratio
0.22
N/A
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