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UBS PACE Government Secs Fxd-Inc P (PCGTX)
On
Dec 4
:
13.71
0.02
(0.15%)
MORE ON PCGTX
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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:
5
Number of Years Down:
0
Best 1 Yr Total Return
(2007)
:
5.99%
Worst 1 Yr Total Return
(2005)
:
2.12%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PCGTX
Category
Alpha (against Standard Index)
1.80
0.17
Beta (against Standard Index)
0.65
0.75
Mean Annual Return
6.86
0.45
R-squared (against Standard Index)
67
63.33
Standard Deviation
3.12
3.92
Sharpe Ratio
1.32
N/A
Treynor Ratio
6.84
N/A
5 Years
Statistic
PCGTX
Category
Alpha (against Standard Index)
0.96
-0.28
Beta (against Standard Index)
0.69
0.77
Mean Annual Return
5.42
0.36
R-squared (against Standard Index)
72
69.10
Standard Deviation
2.85
3.41
Sharpe Ratio
0.79
N/A
Treynor Ratio
3.48
N/A
10 Years
Statistic
PCGTX
Category
Alpha (against Standard Index)
0.96
-0.49
Beta (against Standard Index)
0.66
0.85
Mean Annual Return
6.19
0.44
R-squared (against Standard Index)
75
77.74
Standard Deviation
2.90
3.68
Sharpe Ratio
1.08
N/A
Treynor Ratio
4.86
N/A
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