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Pax World Balanced Individual Inv (PAXWX)

25.48 Up 0.06(0.24%) Aug 29

Risk as of Jul 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:5
Number of Years Up34
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)-2.490.16
Beta (against Standard Index)1.261.05
Mean Annual Return0.720.79
R-squared (against Standard Index)94.9493.76
Standard Deviation10.638.91
Sharpe Ratio0.811.07
Treynor Ratio6.629.12
5 Years
StatisticPAXWXCategory
Alpha (against Standard Index)-3.06-0.12
Beta (against Standard Index)1.241.06
Mean Annual Return0.820.91
R-squared (against Standard Index)94.8094.71
Standard Deviation10.899.23
Sharpe Ratio0.901.18
Treynor Ratio7.7310.46
10 Years
StatisticPAXWXCategory
Alpha (against Standard Index)-2.32-1.24
Beta (against Standard Index)1.161.06
Mean Annual Return0.530.57
R-squared (against Standard Index)93.6893.70
Standard Deviation11.5010.56
Sharpe Ratio0.420.51
Treynor Ratio3.724.71