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UBS PACE Strategic Fixed-Income P (PCSIX)
On
Dec 7
:
13.85
0.05
(0.36%)
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
5
Number of Years Down:
0
Best 1 Yr Total Return
(2007)
:
7.91%
Worst 1 Yr Total Return
(2008)
:
1.73%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PCSIX
Category
Alpha (against Standard Index)
0.46
-1.72
Beta (against Standard Index)
1.40
1.02
Mean Annual Return
8.34
0.39
R-squared (against Standard Index)
68
59.27
Standard Deviation
6.91
5.93
Sharpe Ratio
0.84
N/A
Treynor Ratio
4.22
N/A
5 Years
Statistic
PCSIX
Category
Alpha (against Standard Index)
0.50
-1.05
Beta (against Standard Index)
1.34
0.98
Mean Annual Return
6.21
0.33
R-squared (against Standard Index)
71
61.87
Standard Deviation
5.76
4.88
Sharpe Ratio
0.55
N/A
Treynor Ratio
2.37
N/A
10 Years
Statistic
PCSIX
Category
Alpha (against Standard Index)
-0.22
-0.65
Beta (against Standard Index)
1.31
0.96
Mean Annual Return
7.08
0.45
R-squared (against Standard Index)
81
71.12
Standard Deviation
5.49
4.47
Sharpe Ratio
0.74
N/A
Treynor Ratio
3.13
N/A
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