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Payson Total Return (PBFDX)
On
Dec 28
:
12.02
0.03
(0.25%)
MORE ON PBFDX
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Research Reports
Risk
As of 30-Nov-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)
:
11.86%
Worst 1 Yr Total Return
(2008)
:
-33.47%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PBFDX
Category
Alpha (against Standard Index)
2.43
0.06
Beta (against Standard Index)
1.02
1.00
Mean Annual Return
-3.80
-0.33
R-squared (against Standard Index)
91
95.82
Standard Deviation
21.12
20.42
Sharpe Ratio
-0.18
N/A
Treynor Ratio
-5.98
N/A
5 Years
Statistic
PBFDX
Category
Alpha (against Standard Index)
0.50
0.04
Beta (against Standard Index)
1.01
1.01
Mean Annual Return
1.06
0.17
R-squared (against Standard Index)
90
95.19
Standard Deviation
16.95
16.64
Sharpe Ratio
-0.03
N/A
Treynor Ratio
-1.92
N/A
10 Years
Statistic
PBFDX
Category
Alpha (against Standard Index)
2.56
0.81
Beta (against Standard Index)
0.84
0.96
Mean Annual Return
2.54
0.14
R-squared (against Standard Index)
83
91.13
Standard Deviation
15.00
16.39
Sharpe Ratio
0.05
N/A
Treynor Ratio
-0.46
N/A
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