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UBS PACE Small/Medium Company Val Eq P (PCSVX)
On
Dec 24
:
14.27
0.09
(0.63%)
MORE ON PCSVX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2004)
:
17.93%
Worst 1 Yr Total Return
(2008)
:
-35.25%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PCSVX
Category
Alpha (against Standard Index)
2.21
-0.48
Beta (against Standard Index)
1.26
1.16
Mean Annual Return
-6.90
-0.45
R-squared (against Standard Index)
83
86.39
Standard Deviation
27.45
24.75
Sharpe Ratio
-0.21
N/A
Treynor Ratio
-7.27
N/A
5 Years
Statistic
PCSVX
Category
Alpha (against Standard Index)
-0.39
0.00
Beta (against Standard Index)
1.26
1.17
Mean Annual Return
-1.07
0.16
R-squared (against Standard Index)
83
83.41
Standard Deviation
22.12
20.64
Sharpe Ratio
-0.07
N/A
Treynor Ratio
-3.23
N/A
10 Years
Statistic
PCSVX
Category
Alpha (against Standard Index)
6.76
7.16
Beta (against Standard Index)
1.01
1.00
Mean Annual Return
5.69
0.66
R-squared (against Standard Index)
69
64.42
Standard Deviation
19.63
20.26
Sharpe Ratio
0.24
N/A
Treynor Ratio
2.75
N/A
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