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PIMCO Commodity Real Ret Strat Instl (PCRIX)

On Dec 8: 8.31   0.07 (0.84%)

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Risk  As of 31-Oct-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Below average Number of Years Up: 3 Number of Years Down: 2 Best 1 Yr Total Return (2007): 23.80% Worst 1 Yr Total Return (2008): -43.33% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic PCRIX Category Alpha (against Standard Index) 5.21 9.84 Beta (against Standard Index) 0.79 1.13 Mean Annual Return -3.18 0.30 R-squared (against Standard Index) 26 49.03 Standard Deviation 29.93 31.65 Sharpe Ratio -0.03 N/A Treynor Ratio -7.07 N/A 5 Years Statistic PCRIX Category Alpha (against Standard Index) 1.72 10.78 Beta (against Standard Index) 0.71 1.16 Mean Annual Return 0.45 1.02 R-squared (against Standard Index) 20 43.88 Standard Deviation 24.99 28.35 Sharpe Ratio 0.03 N/A Treynor Ratio -3.62 N/A 10 Years Statistic PCRIX Category Alpha (against Standard Index) N/A 13.33 Beta (against Standard Index) N/A 0.90 Mean Annual Return N/A 1.16 R-squared (against Standard Index) N/A 35.23 Standard Deviation N/A 25.46 Sharpe Ratio N/A N/A Treynor Ratio N/A N/A
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