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UBS PACE International Em Mkts Eq P (PCEMX)
On
Nov 30
:
11.88
0.12
(1.02%)
MORE ON PCEMX
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Research Reports
Risk
As of 31-Oct-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
(2007)
:
35.35%
Worst 1 Yr Total Return
(2008)
:
-51.83%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PCEMX
Category
Alpha (against Standard Index)
12.41
12.35
Beta (against Standard Index)
1.26
1.29
Mean Annual Return
3.60
0.71
R-squared (against Standard Index)
89
87.52
Standard Deviation
31.87
33.07
Sharpe Ratio
0.20
N/A
Treynor Ratio
0.94
N/A
5 Years
Statistic
PCEMX
Category
Alpha (against Standard Index)
8.45
9.15
Beta (against Standard Index)
1.28
1.29
Mean Annual Return
13.56
1.44
R-squared (against Standard Index)
87
85.78
Standard Deviation
27.20
27.65
Sharpe Ratio
0.50
N/A
Treynor Ratio
8.22
N/A
10 Years
Statistic
PCEMX
Category
Alpha (against Standard Index)
6.02
9.81
Beta (against Standard Index)
1.24
1.23
Mean Annual Return
6.81
1.14
R-squared (against Standard Index)
78
76.71
Standard Deviation
25.34
25.41
Sharpe Ratio
0.27
N/A
Treynor Ratio
3.09
N/A
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