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UBS PACE Large Company Value Equity A (PCPAX)
On
Dec 1
:
14.86
0.21
(1.43%)
MORE ON PCPAX
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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
(2006)
:
18.57%
Worst 1 Yr Total Return
(2008)
:
-40.01%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PCPAX
Category
Alpha (against Standard Index)
-0.19
-1.05
Beta (against Standard Index)
1.08
1.02
Mean Annual Return
-8.13
-0.55
R-squared (against Standard Index)
98
94.27
Standard Deviation
21.38
20.65
Sharpe Ratio
-0.40
N/A
Treynor Ratio
-9.74
N/A
5 Years
Statistic
PCPAX
Category
Alpha (against Standard Index)
1.14
0.04
Beta (against Standard Index)
1.08
1.02
Mean Annual Return
1.12
0.14
R-squared (against Standard Index)
97
93.13
Standard Deviation
17.44
16.85
Sharpe Ratio
-0.02
N/A
Treynor Ratio
-1.77
N/A
10 Years
Statistic
PCPAX
Category
Alpha (against Standard Index)
2.01
2.54
Beta (against Standard Index)
0.88
0.88
Mean Annual Return
1.44
0.27
R-squared (against Standard Index)
82
80.76
Standard Deviation
15.68
15.89
Sharpe Ratio
-0.02
N/A
Treynor Ratio
-1.74
N/A
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