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Target Conservative Allocation B (PBCFX)
On
Dec 28
:
9.13
0.00
(0.00%)
MORE ON PBCFX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Low
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
7.86%
Worst 1 Yr Total Return
(2008)
:
-18.82%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PBCFX
Category
Alpha (against Standard Index)
-1.23
-2.96
Beta (against Standard Index)
0.74
1.07
Mean Annual Return
0.24
-0.09
R-squared (against Standard Index)
94
93.10
Standard Deviation
10.14
14.78
Sharpe Ratio
-0.15
N/A
Treynor Ratio
-2.74
N/A
5 Years
Statistic
PBCFX
Category
Alpha (against Standard Index)
-1.90
-2.53
Beta (against Standard Index)
0.74
1.06
Mean Annual Return
2.47
0.24
R-squared (against Standard Index)
93
92.17
Standard Deviation
8.26
11.94
Sharpe Ratio
-0.02
N/A
Treynor Ratio
-0.69
N/A
10 Years
Statistic
PBCFX
Category
Alpha (against Standard Index)
-0.91
-2.27
Beta (against Standard Index)
0.78
1.06
Mean Annual Return
3.62
0.27
R-squared (against Standard Index)
90
86.88
Standard Deviation
8.20
11.38
Sharpe Ratio
0.12
N/A
Treynor Ratio
0.89
N/A
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