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Performance Mid Cap Equity Instl (PCGIX)
On
Dec 9
:
8.30
0.01
(0.12%)
MORE ON PCGIX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
21.08%
Worst 1 Yr Total Return
(2008)
:
-41.83%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PCGIX
Category
Alpha (against Standard Index)
-2.02
3.31
Beta (against Standard Index)
0.95
1.09
Mean Annual Return
-8.98
-0.23
R-squared (against Standard Index)
76
84.23
Standard Deviation
21.47
23.37
Sharpe Ratio
-0.44
N/A
Treynor Ratio
-11.95
N/A
5 Years
Statistic
PCGIX
Category
Alpha (against Standard Index)
-1.53
2.25
Beta (against Standard Index)
0.98
1.13
Mean Annual Return
-1.63
0.31
R-squared (against Standard Index)
73
81.04
Standard Deviation
18.41
20.00
Sharpe Ratio
-0.16
N/A
Treynor Ratio
-4.73
N/A
10 Years
Statistic
PCGIX
Category
Alpha (against Standard Index)
3.06
4.42
Beta (against Standard Index)
0.86
1.13
Mean Annual Return
2.33
0.37
R-squared (against Standard Index)
67
60.91
Standard Deviation
16.93
23.71
Sharpe Ratio
0.05
N/A
Treynor Ratio
-0.74
N/A
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