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PIMCO Extended Duration P (PEDPX)
On
Dec 23
:
7.52
0.01
(0.13%)
MORE ON PEDPX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Number of Years Up:
0
Number of Years Down:
0
Best 1 Yr Total Return
()
:
N/A
Worst 1 Yr Total Return
()
:
N/A
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PEDPX
Category
Alpha (against Standard Index)
-11.40
-4.19
Beta (against Standard Index)
4.84
1.94
Mean Annual Return
7.49
0.49
R-squared (against Standard Index)
59
60.69
Standard Deviation
26.06
10.12
Sharpe Ratio
0.31
N/A
Treynor Ratio
1.08
N/A
5 Years
Statistic
PEDPX
Category
Alpha (against Standard Index)
N/A
-2.36
Beta (against Standard Index)
N/A
1.75
Mean Annual Return
N/A
0.41
R-squared (against Standard Index)
N/A
59.74
Standard Deviation
N/A
8.28
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
10 Years
Statistic
PEDPX
Category
Alpha (against Standard Index)
N/A
-2.17
Beta (against Standard Index)
N/A
1.86
Mean Annual Return
N/A
0.59
R-squared (against Standard Index)
N/A
61.13
Standard Deviation
N/A
8.92
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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