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UBS PACE Large Company Value Equity B (PCPBX)
On
Dec 24
:
14.98
0.08
(0.54%)
MORE ON PCPBX
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Analyst
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)
:
17.56%
Worst 1 Yr Total Return
(2008)
:
-40.54%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PCPBX
Category
Alpha (against Standard Index)
-1.44
-1.37
Beta (against Standard Index)
1.07
1.02
Mean Annual Return
-7.90
-0.45
R-squared (against Standard Index)
98
94.58
Standard Deviation
21.55
20.79
Sharpe Ratio
-0.38
N/A
Treynor Ratio
-9.47
N/A
5 Years
Statistic
PCPBX
Category
Alpha (against Standard Index)
-0.16
-0.29
Beta (against Standard Index)
1.07
1.01
Mean Annual Return
0.26
0.14
R-squared (against Standard Index)
97
93.49
Standard Deviation
17.42
16.81
Sharpe Ratio
-0.07
N/A
Treynor Ratio
-2.56
N/A
10 Years
Statistic
PCPBX
Category
Alpha (against Standard Index)
1.32
2.74
Beta (against Standard Index)
0.88
0.88
Mean Annual Return
1.08
0.31
R-squared (against Standard Index)
82
81.33
Standard Deviation
15.74
15.97
Sharpe Ratio
-0.04
N/A
Treynor Ratio
-2.10
N/A
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