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UBS PACE Small/Medium Company Gr Eq P (PCSGX)
On
Jan 5
:
12.74
0.06
(0.47%)
MORE ON PCSGX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
16.21%
Worst 1 Yr Total Return
(2008)
:
-43.74%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PCSGX
Category
Alpha (against Standard Index)
2.51
2.05
Beta (against Standard Index)
1.13
1.08
Mean Annual Return
-5.04
-0.20
R-squared (against Standard Index)
89
84.21
Standard Deviation
23.86
23.41
Sharpe Ratio
-0.19
N/A
Treynor Ratio
-6.45
N/A
5 Years
Statistic
PCSGX
Category
Alpha (against Standard Index)
0.43
1.56
Beta (against Standard Index)
1.17
1.11
Mean Annual Return
0.20
0.29
R-squared (against Standard Index)
85
80.86
Standard Deviation
20.32
19.91
Sharpe Ratio
-0.03
N/A
Treynor Ratio
-2.39
N/A
10 Years
Statistic
PCSGX
Category
Alpha (against Standard Index)
4.03
3.33
Beta (against Standard Index)
1.22
1.11
Mean Annual Return
0.94
0.32
R-squared (against Standard Index)
58
61.70
Standard Deviation
26.02
23.38
Sharpe Ratio
0.06
N/A
Treynor Ratio
-1.62
N/A
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