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PIMCO Extended Duration Instl (PEDIX)
On
Nov 30
:
11.21
0.04
(0.36%)
MORE ON PEDIX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
2
Number of Years Down:
0
Best 1 Yr Total Return
(2008)
:
49.19%
Worst 1 Yr Total Return
(2007)
:
10.80%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PEDIX
Category
Alpha (against Standard Index)
-9.95
-3.96
Beta (against Standard Index)
4.93
2.03
Mean Annual Return
8.59
0.52
R-squared (against Standard Index)
60
63.33
Standard Deviation
26.12
10.37
Sharpe Ratio
0.35
N/A
Treynor Ratio
1.25
N/A
5 Years
Statistic
PEDIX
Category
Alpha (against Standard Index)
N/A
-1.99
Beta (against Standard Index)
N/A
1.79
Mean Annual Return
N/A
0.38
R-squared (against Standard Index)
N/A
60.43
Standard Deviation
N/A
8.43
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
10 Years
Statistic
PEDIX
Category
Alpha (against Standard Index)
N/A
-2.12
Beta (against Standard Index)
N/A
1.94
Mean Annual Return
N/A
0.60
R-squared (against Standard Index)
N/A
62.29
Standard Deviation
N/A
9.24
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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