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    Pax World Balanced Individual Inv (PAXWX)

    23.91 Down 0.22(0.91%) May 5

    Risk as of Mar 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up35
    Number of Years Down8
    Best 1 Yr Total Return(Dec 30, 2009):21.35%
    Worst 1 Yr Total Return(Dec 30, 2008):-30.72%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticPAXWXCategory
    Alpha (against Standard Index)0.001.21
    Beta (against Standard Index)1.101.01
    Mean Annual Return0.730.77
    R-squared (against Standard Index)92.5291.49
    Standard Deviation7.206.66
    Sharpe Ratio1.211.40
    Treynor Ratio7.989.38
    5 Years
    StatisticPAXWXCategory
    Alpha (against Standard Index)-1.680.26
    Beta (against Standard Index)1.241.05
    Mean Annual Return0.720.75
    R-squared (against Standard Index)94.7894.60
    Standard Deviation10.699.03
    Sharpe Ratio0.811.00
    Treynor Ratio6.748.62
    10 Years
    StatisticPAXWXCategory
    Alpha (against Standard Index)-1.97-0.76
    Beta (against Standard Index)1.151.07
    Mean Annual Return0.490.56
    R-squared (against Standard Index)93.3893.65
    Standard Deviation11.4810.64
    Sharpe Ratio0.390.50
    Treynor Ratio3.434.59