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PIMCO All Asset All Authority D (PAUDX)
On
Dec 1
:
10.87
0.03
(0.28%)
MORE ON PAUDX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
2
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
9.42%
Worst 1 Yr Total Return
(2008)
:
-7.53%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PAUDX
Category
Alpha (against Standard Index)
5.64
-0.32
Beta (against Standard Index)
0.75
1.12
Mean Annual Return
6.70
0.08
R-squared (against Standard Index)
63
86.73
Standard Deviation
12.35
15.87
Sharpe Ratio
0.39
N/A
Treynor Ratio
5.73
N/A
5 Years
Statistic
PAUDX
Category
Alpha (against Standard Index)
2.02
0.84
Beta (against Standard Index)
0.70
1.15
Mean Annual Return
6.20
0.53
R-squared (against Standard Index)
56
86.42
Standard Deviation
10.01
13.37
Sharpe Ratio
0.35
N/A
Treynor Ratio
4.52
N/A
10 Years
Statistic
PAUDX
Category
Alpha (against Standard Index)
N/A
1.26
Beta (against Standard Index)
N/A
1.08
Mean Annual Return
N/A
0.55
R-squared (against Standard Index)
N/A
78.57
Standard Deviation
N/A
12.17
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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